-43.4%
CCL vs NCLH
-57.7%
+14.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.5% |
| 7D | -4.3% | -6.5% | +2.2% | +1.0% |
| 30D | -19.0% | -22.1% | +3.1% | -1.2% |
| 3M | -13.1% | -18.7% | +5.6% | +1.2% |
| 6M | -13.3% | -28.4% | +15.1% | +11.5% |
| YTD | -25.2% | -34.7% | +9.5% | +1.7% |
| 1Y | -27.2% | -42.7% | +15.5% | +9.2% |
| 3Y | +49.2% | -10.6% | +59.8% | +45.5% |
| 5Y | +0.4% | -40.7% | +41.1% | +37.4% |
| All | -43.4% | -57.7% | +14.3% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling