-40.1%
NCLH vs CBOE
+974.5%
-1,014.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -4.6% | -0.8% | -3.9% | -4.4% |
| 30D | -19.9% | +2.7% | -22.6% | -20.7% |
| 3M | -22.0% | +0.7% | -22.7% | -22.8% |
| 6M | -28.3% | -2.0% | -26.3% | -29.3% |
| YTD | -33.5% | +17.1% | -50.6% | -38.2% |
| 1Y | -41.5% | +26.5% | -68.0% | -47.2% |
| 3Y | -8.9% | +96.1% | -105.0% | -33.9% |
| 5Y | -40.5% | +149.3% | -189.8% | -61.7% |
| 10Y | -57.0% | +386.5% | -443.4% | -77.8% |
| All | -40.1% | +974.5% | -1,014.6% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling