-58.7%
NCLH vs CBRE
+398.3%
-457.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -0.8% |
| 7D | -6.5% | -7.2% | +0.7% | -0.1% |
| 30D | -22.1% | -6.4% | -15.7% | -17.7% |
| 3M | -18.7% | +2.9% | -21.6% | -21.8% |
| 6M | -28.4% | +2.5% | -30.9% | -31.0% |
| YTD | -34.7% | -14.2% | -20.5% | -27.9% |
| 1Y | -42.7% | -15.1% | -27.6% | -36.2% |
| 3Y | -10.6% | +61.9% | -72.5% | -48.4% |
| 5Y | -40.7% | +42.4% | -83.1% | -61.2% |
| All | -58.7% | +398.3% | -457.0% | -87.9% |
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