-37.9%
NCLH vs CCJ
+456.4%
-494.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -0.3% | +5.9% | -6.2% | -2.1% |
| 30D | -20.1% | +4.7% | -24.8% | -21.4% |
| 3M | -17.0% | -3.3% | -13.7% | -16.6% |
| 6M | -23.2% | -7.0% | -16.2% | -22.4% |
| YTD | -31.0% | +11.5% | -42.5% | -35.0% |
| 1Y | -37.3% | +32.3% | -69.5% | -45.6% |
| 3Y | -5.6% | +176.8% | -182.4% | -40.8% |
| 5Y | -37.0% | +351.8% | -388.8% | -67.9% |
| 10Y | -55.3% | +1,080.5% | -1,135.8% | -84.0% |
| All | -37.9% | +456.4% | -494.3% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling