-48.1%
NCLH vs CF
+546.3%
-594.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +2.7% | -0.9% | +3.6% | +2.7% |
| 30D | +18.4% | +6.9% | +11.4% | +14.0% |
| 3M | -4.3% | +4.8% | -9.1% | -8.2% |
| 6M | +7.9% | +4.7% | +3.2% | +1.1% |
| YTD | -17.4% | +56.5% | -73.9% | -42.1% |
| 1Y | -3.4% | +48.4% | -51.8% | -30.3% |
| 3Y | +44.4% | +59.1% | -14.7% | -6.4% |
| 5Y | -33.7% | +109.5% | -143.2% | -69.7% |
| 10Y | -48.1% | +487.0% | -535.1% | -86.5% |
| All | -48.1% | +546.3% | -594.4% | -86.5% |
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