-39.2%
NCLH vs CBOE
+29.2%
-68.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.5% | -3.6% | -2.9% | -7.0% |
| 30D | -23.3% | +5.1% | -28.4% | -22.6% |
| 3M | -18.6% | +4.6% | -23.2% | -17.0% |
| 6M | -26.2% | -0.3% | -26.0% | -25.3% |
| YTD | -30.2% | +19.8% | -50.0% | -25.6% |
| 1Y | -39.2% | +28.4% | -67.5% | -34.8% |
| All | -39.2% | +29.2% | -68.3% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling