+223.5%
CB vs NCLH
-56.8%
+280.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.7% |
| 7D | -0.5% | -4.6% | +4.1% | +0.1% |
| 30D | -3.1% | -19.9% | +16.9% | -0.4% |
| 3M | +4.2% | -22.0% | +26.1% | +7.0% |
| 6M | +4.7% | -28.3% | +33.0% | +8.1% |
| YTD | +8.8% | -33.5% | +42.3% | +12.8% |
| 1Y | +22.6% | -41.5% | +64.1% | +28.7% |
| 3Y | +70.6% | -8.9% | +79.5% | +61.6% |
| 5Y | +99.4% | -40.5% | +139.9% | +90.6% |
| 10Y | +223.5% | -57.0% | +280.4% | +185.4% |
| All | +223.5% | -56.8% | +280.3% | +185.4% |
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