-58.0%
NCLH vs CCJ
+1,065.5%
-1,123.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -4.8% | -4.0% | -0.8% | -3.4% |
| 30D | -21.7% | -2.4% | -19.3% | -21.2% |
| 3M | -22.2% | -2.3% | -19.9% | -22.1% |
| 6M | -27.5% | -16.2% | -11.3% | -23.9% |
| YTD | -33.6% | +5.7% | -39.3% | -36.7% |
| 1Y | -45.0% | +21.3% | -66.2% | -51.6% |
| 3Y | -11.0% | +159.4% | -170.4% | -46.5% |
| 5Y | -39.7% | +300.7% | -340.4% | -71.1% |
| All | -58.0% | +1,065.5% | -1,123.4% | -87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling