+431.0%
CB vs NCLH
-38.0%
+468.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.5% | -6.5% | +7.0% | +1.3% |
| 30D | -3.1% | -23.3% | +20.2% | +0.2% |
| 3M | +9.0% | -18.6% | +27.6% | +11.4% |
| 6M | +2.9% | -26.2% | +29.1% | +5.9% |
| YTD | +10.1% | -30.2% | +40.3% | +13.6% |
| 1Y | +22.8% | -39.2% | +61.9% | +28.4% |
| 3Y | +73.8% | -5.1% | +78.9% | +63.6% |
| 5Y | +99.2% | -36.8% | +135.9% | +88.5% |
| 10Y | +218.2% | -56.3% | +274.5% | +169.7% |
| All | +431.0% | -38.0% | +468.9% | +322.8% |
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