-39.6%
NCLH vs CCI
-49.9%
+10.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | -4.6% | -0.3% | -4.4% | -4.6% |
| 30D | -19.9% | +2.1% | -22.1% | -20.5% |
| 3M | -22.0% | -17.8% | -4.1% | -17.2% |
| 6M | -28.3% | -14.2% | -14.1% | -25.2% |
| YTD | -33.5% | -13.3% | -20.1% | -31.2% |
| 1Y | -41.5% | -16.6% | -24.8% | -38.7% |
| 3Y | -8.9% | -10.8% | +1.9% | -12.8% |
| All | -39.6% | -49.9% | +10.3% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling