-36.5%
NCLH vs CF
+120.6%
-157.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +2.0% | -3.2% | +5.2% | +2.1% |
| 30D | +19.1% | +4.3% | +14.7% | +18.7% |
| 3M | -7.5% | +2.8% | -10.3% | -7.9% |
| 6M | +1.0% | +0.6% | +0.3% | +0.3% |
| YTD | -19.7% | +56.6% | -76.3% | -29.2% |
| 1Y | -1.8% | +49.6% | -51.4% | -12.4% |
| 3Y | +36.7% | +61.5% | -24.8% | +16.4% |
| All | -36.5% | +120.6% | -157.1% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling