-56.6%
NCLH vs CBRE
+379.0%
-435.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | +0.2% | -1.8% | +2.0% | +1.8% |
| 30D | +20.8% | +3.3% | +17.5% | +17.2% |
| 3M | -8.1% | -12.4% | +4.2% | +2.6% |
| 6M | +11.8% | -5.4% | +17.2% | +15.3% |
| YTD | -19.5% | -17.2% | -2.3% | -8.4% |
| 1Y | -3.2% | -13.1% | +9.9% | +5.2% |
| 3Y | +37.1% | +81.6% | -44.5% | -29.8% |
| 5Y | -29.9% | +26.4% | -56.4% | -48.8% |
| All | -56.6% | +379.0% | -435.6% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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