+71.6%
CB vs NCLH
+38.1%
+33.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.5% |
| 7D | -1.5% | +2.7% | -4.2% | -1.6% |
| 30D | +6.5% | +18.4% | -11.8% | +6.0% |
| 3M | +4.1% | -4.3% | +8.3% | +4.0% |
| 6M | +14.4% | +7.9% | +6.5% | +14.0% |
| YTD | +17.5% | -17.4% | +34.9% | +17.8% |
| 1Y | +27.5% | -3.4% | +30.9% | +27.2% |
| 3Y | +71.6% | +44.4% | +27.2% | +79.0% |
| All | +71.6% | +38.1% | +33.5% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling