-37.2%
NCLH vs CCI
+70.0%
-107.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.6% |
| 7D | -6.5% | -0.4% | -6.1% | -6.4% |
| 30D | -23.3% | +2.7% | -26.0% | -24.1% |
| 3M | -18.6% | -18.2% | -0.4% | -12.7% |
| 6M | -26.2% | -14.8% | -11.5% | -22.5% |
| YTD | -30.2% | -12.6% | -17.6% | -27.7% |
| 1Y | -39.2% | -16.7% | -22.4% | -35.8% |
| 3Y | -5.1% | -10.5% | +5.5% | -6.9% |
| 5Y | -36.8% | -51.4% | +14.7% | -19.1% |
| 10Y | -56.3% | +20.0% | -76.3% | -60.0% |
| All | -37.2% | +70.0% | -107.1% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling