+2.1%
CMG vs NCLH
-23.5%
+25.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -2.2% |
| 7D | -6.5% | -4.6% | -1.8% | -6.0% |
| 30D | +12.1% | -19.9% | +32.0% | +14.4% |
| 3M | +20.6% | -22.0% | +42.5% | +21.2% |
| 6M | +2.1% | -28.3% | +30.4% | +6.4% |
| All | +2.1% | -23.5% | +25.6% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling