+3,519.4%
CLS vs NCLH
-38.0%
+3,557.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +4.6% | -6.5% | +11.1% | +6.6% |
| 30D | -13.9% | -23.3% | +9.4% | -7.0% |
| 3M | -26.6% | -18.6% | -8.0% | -22.6% |
| 6M | +15.4% | -26.2% | +41.7% | +24.6% |
| YTD | +5.7% | -30.2% | +35.9% | +14.0% |
| 1Y | +41.1% | -39.2% | +80.3% | +56.7% |
| 3Y | +1,228.6% | -5.1% | +1,233.6% | +1,160.2% |
| 5Y | +3,240.6% | -36.8% | +3,277.4% | +3,173.4% |
| 10Y | +2,760.3% | -56.3% | +2,816.6% | +2,332.4% |
| All | +3,519.4% | -38.0% | +3,557.3% | +2,982.0% |
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