+73.1%
CME vs NCLH
-31.5%
+104.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | -0.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.7% |
| 30D | +13.5% | +17.9% | -4.4% | +13.3% |
| 3M | +20.9% | -4.5% | +25.5% | +21.0% |
| 6M | +11.5% | +12.9% | -1.4% | +11.2% |
| YTD | +19.5% | -19.1% | +38.6% | +19.7% |
| 1Y | +17.2% | -4.6% | +21.9% | +16.9% |
| 3Y | +65.1% | +37.0% | +28.1% | +58.4% |
| 5Y | +73.1% | -29.5% | +102.6% | +74.6% |
| All | +73.1% | -31.5% | +104.6% | +74.6% |
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