+1,914.6%
CLS vs NCLH
-53.4%
+1,967.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | +16.3% | +0.2% | +16.1% | +16.2% |
| 30D | -25.7% | +20.8% | -46.4% | -30.2% |
| 3M | -30.9% | -8.1% | -22.7% | -29.6% |
| 6M | -35.5% | +11.8% | -47.3% | -38.7% |
| YTD | -18.7% | -19.5% | +0.8% | -16.3% |
| 1Y | -17.9% | -3.2% | -14.7% | -20.3% |
| 3Y | +838.1% | +37.1% | +801.0% | +695.0% |
| 5Y | +1,971.9% | -29.9% | +2,001.8% | +1,852.4% |
| All | +1,914.6% | -53.4% | +1,967.9% | +1,586.3% |
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