-37.2%
NCLH vs CCEP
+511.8%
-548.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +2.2% |
| 7D | -6.5% | -3.1% | -3.4% | -4.3% |
| 30D | -23.3% | -2.6% | -20.7% | -21.8% |
| 3M | -18.6% | +14.9% | -33.5% | -27.1% |
| 6M | -26.2% | +2.3% | -28.5% | -27.8% |
| YTD | -30.2% | +17.8% | -48.1% | -38.6% |
| 1Y | -39.2% | +24.2% | -63.4% | -48.8% |
| 3Y | -5.1% | +84.7% | -89.8% | -44.2% |
| 5Y | -36.8% | +103.2% | -140.0% | -65.8% |
| 10Y | -56.3% | +257.4% | -313.6% | -82.7% |
| All | -37.2% | +511.8% | -548.9% | -80.0% |
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