+22.6%
CB vs NCLH
-39.6%
+62.3%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.4% |
| 7D | -0.5% | -4.6% | +4.1% | -0.4% |
| 30D | -3.1% | -19.9% | +16.9% | -2.7% |
| 3M | +4.2% | -22.0% | +26.1% | +4.7% |
| 6M | +4.7% | -28.3% | +33.0% | +5.8% |
| YTD | +8.8% | -33.5% | +42.3% | +10.0% |
| 1Y | +22.6% | -41.5% | +64.1% | +27.9% |
| All | +22.6% | -39.6% | +62.3% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling