-40.5%
NCLH vs CDW
-23.8%
-16.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.5% |
| 7D | -4.6% | -4.2% | -0.4% | -2.0% |
| 30D | -19.9% | +4.9% | -24.8% | -23.1% |
| 3M | -22.0% | +7.3% | -29.3% | -27.4% |
| 6M | -28.3% | +19.2% | -47.5% | -42.6% |
| YTD | -33.5% | +6.2% | -39.7% | -42.1% |
| 1Y | -41.5% | -14.0% | -27.4% | -38.3% |
| 3Y | -8.9% | -30.0% | +21.1% | +13.5% |
| 5Y | -40.5% | -23.6% | -16.9% | -34.5% |
| All | -40.5% | -23.8% | -16.7% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling