-24.4%
CCL vs NCLH
-38.7%
+14.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.4% |
| 7D | -0.1% | -0.3% | +0.1% | +0.1% |
| 30D | -20.0% | -20.1% | +0.1% | -4.9% |
| 3M | -13.7% | -17.0% | +3.4% | -1.3% |
| 6M | -9.0% | -23.2% | +14.2% | +10.1% |
| YTD | -22.8% | -31.0% | +8.2% | -0.1% |
| 1Y | -25.3% | -37.3% | +12.0% | +3.3% |
| 3Y | +54.1% | -5.6% | +59.7% | +45.8% |
| 5Y | +3.5% | -37.0% | +40.5% | +36.0% |
| 10Y | -41.0% | -55.3% | +14.2% | -13.6% |
| All | -24.4% | -38.7% | +14.2% | +16.2% |
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