-58.0%
NCLH vs CBOE
+368.5%
-426.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.3% |
| 7D | -4.8% | -5.8% | +1.0% | -3.2% |
| 30D | -21.7% | -3.1% | -18.5% | -21.1% |
| 3M | -22.2% | -4.8% | -17.5% | -21.7% |
| 6M | -27.5% | -0.6% | -27.0% | -29.1% |
| YTD | -33.6% | +12.8% | -46.4% | -38.0% |
| 1Y | -45.0% | +19.8% | -64.8% | -49.9% |
| 3Y | -11.0% | +86.9% | -98.0% | -36.6% |
| 5Y | -39.7% | +136.5% | -176.3% | -62.5% |
| All | -58.0% | +368.5% | -426.5% | -79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling