-1.0%
NCLH vs CCJ
-26.2%
+25.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.0% | +7.1% |
| 7D | +15.8% | -14.5% | +30.3% | +21.0% |
| 30D | +25.1% | -18.1% | +43.1% | +32.2% |
| 3M | -7.3% | -23.0% | +15.7% | -0.6% |
| 6M | +8.1% | -39.4% | +47.5% | +23.1% |
| YTD | -16.7% | -21.7% | +5.0% | -11.8% |
| 1Y | -1.0% | -25.9% | +24.9% | +5.8% |
| All | -1.0% | -26.2% | +25.2% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling