+75.8%
CDNS vs NCLH
-40.4%
+116.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | +1.2% |
| 7D | -1.1% | -4.8% | +3.7% | -0.1% |
| 30D | -10.4% | -21.7% | +11.2% | -5.7% |
| 3M | -24.6% | -22.2% | -2.3% | -20.9% |
| 6M | -1.6% | -27.5% | +25.9% | +4.0% |
| YTD | -7.4% | -33.6% | +26.2% | -1.3% |
| 1Y | -18.4% | -45.0% | +26.6% | -9.8% |
| 3Y | +19.0% | -11.0% | +30.0% | +12.4% |
| All | +75.8% | -40.4% | +116.2% | +65.1% |
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 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