-37.2%
NCLH vs CF
+333.7%
-370.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.0% |
| 7D | -6.5% | +6.0% | -12.5% | -8.6% |
| 30D | -23.3% | +14.8% | -38.1% | -27.5% |
| 3M | -18.6% | +14.1% | -32.7% | -23.6% |
| 6M | -26.2% | +28.5% | -54.8% | -37.5% |
| YTD | -30.2% | +74.9% | -105.2% | -48.9% |
| 1Y | -39.2% | +61.7% | -100.8% | -54.1% |
| 3Y | -5.1% | +80.3% | -85.4% | -34.9% |
| 5Y | -36.8% | +226.0% | -262.7% | -70.8% |
| 10Y | -56.3% | +569.9% | -626.1% | -83.6% |
| All | -37.2% | +333.7% | -370.9% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling