-17.3%
CDE vs NCLH
-42.0%
+24.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.3% | -2.8% |
| 7D | -6.1% | -6.5% | +0.5% | -4.8% |
| 30D | +9.5% | -22.1% | +31.6% | +15.0% |
| 3M | +32.0% | -18.7% | +50.7% | +37.0% |
| 6M | -12.8% | -28.4% | +15.6% | -7.2% |
| YTD | +14.2% | -34.7% | +48.9% | +22.7% |
| 1Y | +36.3% | -42.7% | +79.0% | +49.6% |
| 3Y | +821.4% | -10.6% | +832.0% | +795.5% |
| 5Y | +194.3% | -40.7% | +235.0% | +191.6% |
| 10Y | +53.2% | -57.8% | +111.0% | +28.7% |
| All | -17.3% | -42.0% | +24.7% | -31.6% |
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