-51.0%
NCLH vs CF
+485.9%
-536.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +1.2% | +10.4% | -9.2% | -3.2% |
| 30D | +22.6% | +7.6% | +15.0% | +17.9% |
| 3M | +0.6% | +5.2% | -4.5% | -3.3% |
| 6M | +13.5% | -0.1% | +13.6% | +9.3% |
| YTD | -15.7% | +61.7% | -77.4% | -41.6% |
| 1Y | 0.0% | +50.3% | -50.3% | -28.0% |
| 3Y | +42.8% | +66.0% | -23.2% | -9.2% |
| 5Y | -28.4% | +114.5% | -143.0% | -67.5% |
| 10Y | -51.0% | +471.5% | -522.5% | -87.1% |
| All | -51.0% | +485.9% | -536.9% | -87.1% |
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