-37.3%
NCLH vs CF
+60.9%
-98.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -0.8% |
| 7D | -0.3% | -0.9% | +0.7% | -0.6% |
| 30D | -20.1% | +18.1% | -38.1% | -13.7% |
| 3M | -17.0% | +23.4% | -40.4% | -8.1% |
| 6M | -23.2% | +17.1% | -40.3% | -16.8% |
| YTD | -31.0% | +76.2% | -107.3% | -27.1% |
| 1Y | -37.3% | +62.3% | -99.5% | -32.1% |
| All | -37.3% | +60.9% | -98.2% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling