-27.7%
NCLH vs CF
+288.3%
-316.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +2.0% | -3.2% | +5.2% | +2.8% |
| 30D | +19.1% | +4.3% | +14.7% | +16.5% |
| 3M | -7.5% | +2.8% | -10.3% | -10.0% |
| 6M | +1.0% | +0.6% | +0.3% | -2.7% |
| YTD | -19.7% | +56.6% | -76.3% | -39.4% |
| 1Y | -1.8% | +49.6% | -51.4% | -24.4% |
| 3Y | +36.7% | +61.5% | -24.8% | -3.1% |
| 5Y | -38.0% | +124.0% | -162.0% | -66.1% |
| 10Y | -51.6% | +573.2% | -624.7% | -81.6% |
| All | -27.7% | +288.3% | -316.0% | -69.1% |
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 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