-56.6%
NCLH vs CDW
+312.7%
-369.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | +0.2% | +9.3% | -9.1% | -6.7% |
| 30D | +20.8% | +14.4% | +6.4% | +7.7% |
| 3M | -8.1% | +21.4% | -29.5% | -23.9% |
| 6M | +11.8% | +72.8% | -61.0% | -34.5% |
| YTD | -19.5% | +28.0% | -47.6% | -43.0% |
| 1Y | -3.2% | +19.3% | -22.6% | -26.9% |
| 3Y | +37.1% | -15.3% | +52.4% | +41.2% |
| 5Y | -29.9% | -3.8% | -26.1% | -36.5% |
| All | -56.6% | +312.7% | -369.2% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling