-58.0%
NCLH vs CAG
-36.2%
-21.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -4.8% | -5.7% | +0.9% | -3.5% |
| 30D | -21.7% | -2.4% | -19.3% | -21.3% |
| 3M | -22.2% | +9.8% | -32.0% | -23.9% |
| 6M | -27.5% | -10.8% | -16.7% | -25.8% |
| YTD | -33.6% | -10.8% | -22.8% | -32.6% |
| 1Y | -45.0% | -19.0% | -26.0% | -42.8% |
| 3Y | -11.0% | -39.7% | +28.6% | -1.9% |
| 5Y | -39.7% | -43.0% | +3.2% | -33.2% |
| All | -58.0% | -36.2% | -21.8% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling