-40.2%
NCLH vs CDW
+1,030.0%
-1,070.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +0.2% | +9.3% | -9.1% | -6.1% |
| 30D | +20.8% | +14.4% | +6.4% | +8.9% |
| 3M | -8.1% | +21.4% | -29.5% | -22.4% |
| 6M | +11.8% | +72.8% | -61.0% | -30.5% |
| YTD | -19.5% | +28.0% | -47.6% | -40.6% |
| 1Y | -3.2% | +19.3% | -22.6% | -24.5% |
| 3Y | +37.1% | -15.3% | +52.4% | +41.6% |
| 5Y | -29.9% | -3.8% | -26.1% | -34.4% |
| 10Y | -53.3% | +318.5% | -371.8% | -78.3% |
| All | -40.2% | +1,030.0% | -1,070.2% | -73.3% |
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