-10.9%
NCLH vs CFG
+182.2%
-193.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.8% |
| 7D | -4.6% | -0.6% | -4.0% | -4.2% |
| 30D | -19.9% | -4.5% | -15.4% | -16.8% |
| 3M | -22.0% | +6.3% | -28.3% | -26.0% |
| 6M | -28.3% | +20.6% | -48.9% | -38.5% |
| YTD | -33.5% | +21.2% | -54.7% | -43.7% |
| 1Y | -41.5% | +38.2% | -79.7% | -55.6% |
| All | -10.9% | +182.2% | -193.1% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling