+33.9%
CCL vs NCLH
-30.1%
+63.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +13.1% | +20.8% | -7.7% | -4.2% |
| 3M | +3.4% | -8.1% | +11.5% | +9.9% |
| 6M | +18.7% | +11.8% | +6.9% | +5.4% |
| YTD | -2.3% | -19.5% | +17.3% | +11.8% |
| 1Y | +14.2% | -3.2% | +17.4% | +11.7% |
| 3Y | +133.6% | +37.1% | +96.5% | +50.5% |
| All | +33.9% | -30.1% | +63.9% | +51.9% |
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