-41.4%
NCLH vs CBOE
+136.7%
-178.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +1.7% |
| 7D | -4.8% | -5.8% | +1.0% | -4.8% |
| 30D | -21.7% | -3.1% | -18.5% | -21.6% |
| 3M | -22.2% | -4.8% | -17.5% | -21.9% |
| 6M | -27.5% | -0.6% | -27.0% | -27.8% |
| YTD | -33.6% | +12.8% | -46.4% | -34.5% |
| 1Y | -45.0% | +19.8% | -64.8% | -46.1% |
| 3Y | -11.0% | +86.9% | -98.0% | -28.4% |
| All | -41.4% | +136.7% | -178.1% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling