+782.1%
CME vs NCLH
-38.0%
+820.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -1.6% | -6.5% | +4.9% | -1.1% |
| 30D | +6.2% | -23.3% | +29.5% | +8.5% |
| 3M | +10.4% | -18.6% | +29.0% | +11.9% |
| 6M | -9.5% | -26.2% | +16.7% | -7.9% |
| YTD | +6.0% | -30.2% | +36.3% | +8.0% |
| 1Y | +9.3% | -39.2% | +48.4% | +12.3% |
| 3Y | +57.7% | -5.1% | +62.7% | +50.1% |
| 5Y | +77.7% | -36.8% | +114.4% | +70.0% |
| 10Y | +281.2% | -56.3% | +337.5% | +221.2% |
| All | +782.1% | -38.0% | +820.0% | +571.1% |
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