-58.7%
NCLH vs CFG
+311.8%
-370.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.2% |
| 7D | -6.5% | -1.7% | -4.8% | -5.2% |
| 30D | -22.1% | -4.6% | -17.5% | -18.9% |
| 3M | -18.7% | +7.9% | -26.6% | -24.0% |
| 6M | -28.4% | +19.9% | -48.3% | -38.5% |
| YTD | -34.7% | +21.7% | -56.4% | -45.1% |
| 1Y | -42.7% | +38.4% | -81.1% | -56.9% |
| 3Y | -10.6% | +187.0% | -197.6% | -64.2% |
| 5Y | -40.7% | +99.5% | -140.3% | -68.6% |
| All | -58.7% | +311.8% | -370.5% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling