-70.0%
CPNG vs NCLH
-50.5%
-19.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.6% |
| 7D | -7.6% | -4.6% | -3.0% | -6.4% |
| 30D | -8.8% | -19.9% | +11.1% | -3.2% |
| 3M | -7.2% | -22.0% | +14.7% | -1.7% |
| 6M | -21.5% | -28.3% | +6.8% | -15.5% |
| YTD | -37.4% | -33.5% | -4.0% | -31.9% |
| 1Y | -54.3% | -41.5% | -12.9% | -49.1% |
| 3Y | -20.3% | -8.9% | -11.4% | -28.9% |
| 5Y | -51.2% | -40.5% | -10.7% | -56.2% |
| All | -70.0% | -50.5% | -19.5% | -72.4% |
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