-20.0%
CPNG vs NCLH
-10.7%
-9.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.8% |
| 7D | -1.1% | -4.8% | +3.7% | -0.3% |
| 30D | -7.4% | -21.7% | +14.3% | -3.5% |
| 3M | -12.3% | -22.2% | +9.9% | -9.3% |
| 6M | -19.4% | -27.5% | +8.1% | -15.9% |
| YTD | -35.9% | -33.6% | -2.3% | -32.6% |
| 1Y | -53.4% | -45.0% | -8.4% | -49.7% |
| 3Y | -20.0% | -11.0% | -9.0% | -25.0% |
| All | -20.0% | -10.7% | -9.3% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling