-37.2%
NCLH vs CBRE
+614.3%
-651.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | -6.5% | -2.0% | -4.5% | -5.1% |
| 30D | -23.3% | -2.2% | -21.1% | -22.2% |
| 3M | -18.6% | +12.9% | -31.5% | -26.9% |
| 6M | -26.2% | +4.3% | -30.6% | -29.4% |
| YTD | -30.2% | -8.0% | -22.2% | -27.6% |
| 1Y | -39.2% | -8.6% | -30.6% | -36.7% |
| 3Y | -5.1% | +71.9% | -76.9% | -43.2% |
| 5Y | -36.8% | +50.0% | -86.8% | -57.2% |
| 10Y | -56.3% | +390.1% | -446.3% | -85.6% |
| All | -37.2% | +614.3% | -651.4% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling