+510.6%
CMG vs NCLH
-40.8%
+551.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.9% |
| 7D | -6.5% | -4.6% | -1.8% | -5.7% |
| 30D | +12.1% | -19.9% | +32.0% | +16.5% |
| 3M | +20.6% | -22.0% | +42.5% | +25.1% |
| 6M | +2.1% | -28.3% | +30.4% | +7.0% |
| YTD | -2.6% | -33.5% | +30.8% | +2.7% |
| 1Y | -8.7% | -41.5% | +32.8% | -1.9% |
| 3Y | -7.4% | -8.9% | +1.5% | -11.6% |
| 5Y | -5.7% | -40.5% | +34.8% | -8.2% |
| 10Y | +322.3% | -57.0% | +379.3% | +258.3% |
| All | +510.6% | -40.8% | +551.5% | +419.4% |
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 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