-37.0%
NCLH vs CF
+222.3%
-259.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -0.3% | -0.9% | +0.7% | -0.2% |
| 30D | -20.1% | +18.1% | -38.1% | -21.2% |
| 3M | -17.0% | +23.4% | -40.4% | -18.8% |
| 6M | -23.2% | +17.1% | -40.3% | -26.2% |
| YTD | -31.0% | +76.2% | -107.3% | -40.1% |
| 1Y | -37.3% | +62.3% | -99.5% | -44.5% |
| 3Y | -5.6% | +71.8% | -77.4% | -19.8% |
| 5Y | -37.0% | +234.6% | -271.5% | -65.4% |
| All | -37.0% | +222.3% | -259.2% | -65.4% |
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