-37.9%
NCLH vs CAG
+1.7%
-39.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.8% |
| 7D | -0.3% | -5.3% | +5.0% | +1.1% |
| 30D | -20.1% | +1.0% | -21.0% | -20.3% |
| 3M | -17.0% | +17.4% | -34.4% | -20.4% |
| 6M | -23.2% | -16.8% | -6.4% | -20.0% |
| YTD | -31.0% | -6.8% | -24.3% | -30.8% |
| 1Y | -37.3% | -15.4% | -21.9% | -35.3% |
| 3Y | -5.6% | -37.1% | +31.5% | +3.7% |
| 5Y | -37.0% | -41.3% | +4.3% | -30.1% |
| 10Y | -55.3% | -35.5% | -19.8% | -54.2% |
| All | -37.9% | +1.7% | -39.7% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling