+475.5%
CB vs NCLH
-26.3%
+501.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.5% |
| 7D | +0.7% | +6.3% | -5.6% | -0.1% |
| 30D | +8.2% | +18.9% | -10.7% | +5.6% |
| 3M | +6.3% | -0.2% | +6.5% | +6.0% |
| 6M | +16.2% | +8.4% | +7.8% | +14.0% |
| YTD | +19.3% | -17.1% | +36.4% | +20.1% |
| 1Y | +29.2% | -2.8% | +32.0% | +27.0% |
| 3Y | +71.4% | +40.4% | +31.0% | +52.7% |
| 5Y | +104.2% | -30.8% | +135.0% | +91.7% |
| 10Y | +246.7% | -51.3% | +297.9% | +190.6% |
| All | +475.5% | -26.3% | +501.7% | +346.9% |
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 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