-38.3%
NCLH vs CFG
+101.5%
-139.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.3% |
| 7D | -0.3% | +2.7% | -2.9% | -2.4% |
| 30D | -20.1% | -3.7% | -16.4% | -17.6% |
| 3M | -17.0% | +9.5% | -26.5% | -23.0% |
| 6M | -23.2% | +22.2% | -45.5% | -34.5% |
| YTD | -31.0% | +22.3% | -53.4% | -41.6% |
| 1Y | -37.3% | +39.4% | -76.7% | -52.2% |
| 3Y | -5.6% | +188.5% | -194.1% | -59.1% |
| All | -38.3% | +101.5% | -139.7% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling