+246.7%
CB vs NCLH
-50.1%
+296.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.1% |
| 7D | -1.0% | +1.2% | -2.2% | -1.2% |
| 30D | +7.3% | +22.6% | -15.3% | +4.4% |
| 3M | +7.0% | +0.6% | +6.4% | +6.6% |
| 6M | +16.3% | +13.5% | +2.8% | +13.5% |
| YTD | +19.7% | -15.7% | +35.4% | +20.2% |
| 1Y | +27.8% | 0.0% | +27.8% | +25.2% |
| 3Y | +72.0% | +42.8% | +29.2% | +53.1% |
| 5Y | +104.9% | -28.4% | +133.3% | +91.8% |
| 10Y | +246.7% | -51.0% | +297.7% | +203.3% |
| All | +246.7% | -50.1% | +296.8% | +203.3% |
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