-48.2%
NCLH vs CDW
+903.1%
-951.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | -6.5% | +3.2% | -9.7% | -8.8% |
| 30D | -23.3% | +9.3% | -32.6% | -28.9% |
| 3M | -18.6% | +9.8% | -28.4% | -26.0% |
| 6M | -26.2% | +23.3% | -49.6% | -42.6% |
| YTD | -30.2% | +13.7% | -43.9% | -42.9% |
| 1Y | -39.2% | -6.5% | -32.7% | -41.5% |
| 3Y | -5.1% | -25.2% | +20.2% | +9.2% |
| 5Y | -36.8% | -19.5% | -17.3% | -31.4% |
| 10Y | -56.3% | +285.8% | -342.1% | -77.8% |
| All | -48.2% | +903.1% | -951.3% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling