-27.6%
NCLH vs CCEP
+585.8%
-613.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.6% |
| 7D | +0.2% | +2.1% | -1.9% | -1.3% |
| 30D | +20.8% | +10.6% | +10.2% | +11.8% |
| 3M | -8.1% | +10.3% | -18.5% | -15.0% |
| 6M | +11.8% | +31.1% | -19.3% | -9.6% |
| YTD | -19.5% | +32.1% | -51.7% | -35.2% |
| 1Y | -3.2% | +32.8% | -36.1% | -22.4% |
| 3Y | +37.1% | +111.3% | -74.2% | -27.3% |
| 5Y | -29.9% | +147.5% | -177.4% | -67.4% |
| 10Y | -53.3% | +338.1% | -391.3% | -83.6% |
| All | -27.6% | +585.8% | -613.4% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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