-25.3%
NCLH vs CSGP
+238.5%
-263.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.8% |
| 7D | +6.3% | -3.2% | +9.4% | +7.9% |
| 30D | +18.9% | +2.2% | +16.7% | +15.7% |
| 3M | -0.2% | -3.7% | +3.4% | -0.8% |
| 6M | +8.4% | -7.4% | +15.8% | +8.1% |
| YTD | -17.1% | -54.9% | +37.8% | +15.9% |
| 1Y | -2.8% | -54.9% | +52.1% | +35.3% |
| 3Y | +40.4% | -61.9% | +102.4% | +109.5% |
| 5Y | -30.8% | -63.1% | +32.4% | +3.0% |
| 10Y | -51.3% | +65.1% | -116.4% | -60.1% |
| All | -25.3% | +238.5% | -263.8% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling