-57.0%
NCLH vs CF
+599.7%
-656.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -4.7% |
| 7D | -4.6% | -0.8% | -3.8% | -4.4% |
| 30D | -19.9% | +14.3% | -34.2% | -24.9% |
| 3M | -22.0% | +27.9% | -49.8% | -31.2% |
| 6M | -28.3% | +25.5% | -53.8% | -40.2% |
| YTD | -33.5% | +81.2% | -114.7% | -55.1% |
| 1Y | -41.5% | +66.5% | -108.0% | -58.9% |
| 3Y | -8.9% | +76.7% | -85.6% | -41.8% |
| 5Y | -40.5% | +237.8% | -278.3% | -79.1% |
| 10Y | -57.0% | +619.9% | -676.8% | -88.0% |
| All | -57.0% | +599.7% | -656.7% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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