-57.9%
NCLH vs CFG
+310.3%
-368.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.8% |
| 7D | -4.6% | -0.6% | -4.0% | -4.1% |
| 30D | -19.9% | -4.5% | -15.4% | -16.7% |
| 3M | -22.0% | +6.3% | -28.3% | -26.1% |
| 6M | -28.3% | +20.6% | -48.9% | -38.7% |
| YTD | -33.5% | +21.2% | -54.7% | -43.8% |
| 1Y | -41.5% | +38.2% | -79.7% | -55.9% |
| 3Y | -8.9% | +185.9% | -194.8% | -63.4% |
| 5Y | -40.5% | +97.0% | -137.4% | -68.1% |
| All | -57.9% | +310.3% | -368.2% | -84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling