+303.4%
CME vs NCLH
-53.4%
+356.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.8% |
| 7D | +3.9% | +0.2% | +3.7% | +3.9% |
| 30D | +11.3% | +20.8% | -9.4% | +9.7% |
| 3M | +19.6% | -8.1% | +27.7% | +20.1% |
| 6M | +8.1% | +11.8% | -3.8% | +6.5% |
| YTD | +20.4% | -19.5% | +39.9% | +21.0% |
| 1Y | +16.5% | -3.2% | +19.7% | +15.2% |
| 3Y | +66.4% | +37.1% | +29.3% | +53.9% |
| 5Y | +74.5% | -29.9% | +104.4% | +66.7% |
| All | +303.4% | -53.4% | +356.7% | +230.7% |
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