+1,026.7%
CDNS vs NCLH
-57.7%
+1,084.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | -6.5% | -6.5% | 0.0% | -5.5% |
| 30D | -13.0% | -22.1% | +9.1% | -9.5% |
| 3M | -26.0% | -18.7% | -7.3% | -23.8% |
| 6M | -2.8% | -28.4% | +25.6% | +1.6% |
| YTD | -8.8% | -34.7% | +25.9% | -4.0% |
| 1Y | -15.8% | -42.7% | +26.9% | -9.9% |
| 3Y | +19.7% | -10.6% | +30.3% | +16.0% |
| 5Y | +70.8% | -40.7% | +111.5% | +67.5% |
| All | +1,026.7% | -57.7% | +1,084.4% | +1,013.1% |
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