+466.7%
CB vs NCLH
-26.6%
+493.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.8% |
| 7D | -1.5% | +2.7% | -4.2% | -1.9% |
| 30D | +6.5% | +18.4% | -11.8% | +4.0% |
| 3M | +4.1% | -4.3% | +8.3% | +4.3% |
| 6M | +14.4% | +7.9% | +6.5% | +12.3% |
| YTD | +17.5% | -17.4% | +34.9% | +18.3% |
| 1Y | +27.5% | -3.4% | +30.9% | +25.5% |
| 3Y | +71.6% | +44.4% | +27.2% | +52.1% |
| 5Y | +100.6% | -33.7% | +134.3% | +89.7% |
| 10Y | +243.0% | -48.1% | +291.1% | +184.4% |
| All | +466.7% | -26.6% | +493.2% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling