+272.2%
CME vs NCLH
-57.7%
+329.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | -2.4% | -6.5% | +4.2% | -1.9% |
| 30D | +6.2% | -22.1% | +28.3% | +8.1% |
| 3M | +4.4% | -18.7% | +23.1% | +5.6% |
| 6M | -9.6% | -28.4% | +18.8% | -8.0% |
| YTD | +3.8% | -34.7% | +38.5% | +6.0% |
| 1Y | +9.5% | -42.7% | +52.2% | +12.8% |
| 3Y | +51.9% | -10.6% | +62.5% | +45.9% |
| 5Y | +78.7% | -40.7% | +119.5% | +72.6% |
| All | +272.2% | -57.7% | +329.9% | +214.9% |
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