+100.6%
CB vs NCLH
-34.4%
+135.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.6% |
| 7D | -1.5% | +2.7% | -4.2% | -1.7% |
| 30D | +6.5% | +18.4% | -11.8% | +5.3% |
| 3M | +4.1% | -4.3% | +8.3% | +4.2% |
| 6M | +14.4% | +7.9% | +6.5% | +13.4% |
| YTD | +17.5% | -17.4% | +34.9% | +18.0% |
| 1Y | +27.5% | -3.4% | +30.9% | +26.6% |
| 3Y | +71.6% | +44.4% | +27.2% | +60.2% |
| 5Y | +100.6% | -33.7% | +134.3% | +105.9% |
| All | +100.6% | -34.4% | +135.1% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling