+251.7%
CB vs NCLH
-53.4%
+305.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +7.3% | +20.8% | -13.5% | +4.6% |
| 3M | +9.4% | -8.1% | +17.5% | +10.2% |
| 6M | +19.6% | +11.8% | +7.8% | +16.9% |
| YTD | +21.5% | -19.5% | +41.0% | +22.7% |
| 1Y | +28.0% | -3.2% | +31.2% | +25.9% |
| 3Y | +74.9% | +37.1% | +37.8% | +56.4% |
| 5Y | +108.1% | -29.9% | +138.1% | +95.1% |
| All | +251.7% | -53.4% | +305.0% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 10y: compounded portfolio wealth divided by compounded NCLH 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…
10y analysis · Full analysis span regression · 6 months rolling