-36.5%
NCLH vs CSGP
-63.4%
+26.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +3.1% |
| 7D | +2.0% | +1.3% | +0.7% | +1.4% |
| 30D | +19.1% | +10.7% | +8.4% | +11.2% |
| 3M | -7.5% | +3.3% | -10.8% | -11.4% |
| 6M | +1.0% | -10.3% | +11.3% | +2.3% |
| YTD | -19.7% | -54.6% | +34.9% | +15.9% |
| 1Y | -1.8% | -54.6% | +52.9% | +41.3% |
| 3Y | +36.7% | -60.3% | +97.0% | +105.7% |
| All | -36.5% | -63.4% | +26.9% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling