+1.4%
CCL vs NCLH
-40.9%
+42.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.4% | +0.8% |
| 7D | -4.4% | -4.6% | +0.2% | -0.6% |
| 30D | -18.2% | -19.9% | +1.7% | -1.7% |
| 3M | -17.7% | -22.0% | +4.3% | -0.2% |
| 6M | -13.0% | -28.3% | +15.3% | +12.7% |
| YTD | -24.5% | -33.5% | +9.0% | +2.1% |
| 1Y | -26.9% | -41.5% | +14.5% | +9.1% |
| 3Y | +50.8% | -8.9% | +59.6% | +39.1% |
| All | +1.4% | -40.9% | +42.3% | +30.5% |
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