+76.1%
CME vs NCLH
-39.0%
+115.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.8% |
| 7D | -0.6% | -4.6% | +4.0% | -0.6% |
| 30D | +4.7% | -19.9% | +24.6% | +5.0% |
| 3M | +7.8% | -22.0% | +29.8% | +8.1% |
| 6M | -11.0% | -28.3% | +17.3% | -10.6% |
| YTD | +4.0% | -33.5% | +37.5% | +4.5% |
| 1Y | +9.1% | -41.5% | +50.6% | +9.9% |
| 3Y | +52.3% | -8.9% | +61.2% | +48.3% |
| 5Y | +76.1% | -40.5% | +116.5% | +74.8% |
| All | +76.1% | -39.0% | +115.1% | +74.8% |
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