+37.9%
NCLH vs CF
+68.7%
-30.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -3.8% |
| 7D | +1.7% | +5.4% | -3.7% | +2.6% |
| 30D | +17.9% | +6.5% | +11.3% | +19.4% |
| 3M | -4.5% | +4.6% | -9.2% | -3.3% |
| 6M | +12.9% | -3.3% | +16.2% | +14.2% |
| YTD | -19.1% | +63.9% | -83.0% | -24.0% |
| 1Y | -4.6% | +50.4% | -55.1% | -9.0% |
| All | +37.9% | +68.7% | -30.8% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling