-58.7%
NCLH vs CDW
+271.4%
-330.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -2.0% |
| 7D | -6.5% | -7.4% | +0.8% | -0.7% |
| 30D | -22.1% | +5.8% | -27.9% | -26.5% |
| 3M | -18.7% | +10.8% | -29.5% | -27.7% |
| 6M | -28.4% | +21.5% | -49.9% | -45.8% |
| YTD | -34.7% | +6.4% | -41.1% | -45.2% |
| 1Y | -42.7% | -14.8% | -27.9% | -40.9% |
| 3Y | -10.6% | -29.9% | +19.3% | +9.0% |
| 5Y | -40.7% | -22.9% | -17.9% | -34.5% |
| All | -58.7% | +271.4% | -330.1% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CDW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling