-40.5%
NCLH vs CBRE
+42.7%
-83.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.1% |
| 7D | -4.6% | -1.7% | -2.9% | -3.5% |
| 30D | -19.9% | -3.0% | -17.0% | -18.4% |
| 3M | -22.0% | +2.6% | -24.6% | -24.4% |
| 6M | -28.3% | +2.0% | -30.3% | -30.3% |
| YTD | -33.5% | -13.1% | -20.3% | -27.6% |
| 1Y | -41.5% | -13.8% | -27.6% | -36.0% |
| 3Y | -8.9% | +63.9% | -72.8% | -46.8% |
| 5Y | -40.5% | +42.3% | -82.8% | -61.3% |
| All | -40.5% | +42.7% | -83.1% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling