-58.0%
NCLH vs CCI
+23.6%
-81.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.8% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -21.7% | +2.2% | -23.9% | -22.3% |
| 3M | -22.2% | -16.9% | -5.4% | -17.1% |
| 6M | -27.5% | -11.5% | -16.0% | -24.9% |
| YTD | -33.6% | -12.8% | -20.8% | -31.1% |
| 1Y | -45.0% | -17.1% | -27.9% | -41.9% |
| 3Y | -11.0% | -9.6% | -1.4% | -13.5% |
| 5Y | -39.7% | -48.9% | +9.2% | -23.9% |
| All | -58.0% | +23.6% | -81.6% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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