-41.4%
NCLH vs CAG
-43.1%
+1.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | -4.8% | -5.7% | +0.9% | -4.1% |
| 30D | -21.7% | -2.4% | -19.3% | -21.5% |
| 3M | -22.2% | +9.8% | -32.0% | -22.9% |
| 6M | -27.5% | -10.8% | -16.7% | -26.5% |
| YTD | -33.6% | -10.8% | -22.8% | -33.3% |
| 1Y | -45.0% | -19.0% | -26.0% | -43.9% |
| 3Y | -11.0% | -39.7% | +28.6% | -6.3% |
| All | -41.4% | -43.1% | +1.7% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling