-57.4%
NCLH vs CFG
+396.4%
-453.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -6.5% | +1.5% | -8.0% | -7.6% |
| 30D | -23.3% | -3.8% | -19.5% | -20.8% |
| 3M | -18.6% | +11.5% | -30.1% | -25.6% |
| 6M | -26.2% | +19.2% | -45.4% | -35.9% |
| YTD | -30.2% | +23.7% | -53.9% | -41.6% |
| 1Y | -39.2% | +38.8% | -78.0% | -53.6% |
| 3Y | -5.1% | +178.9% | -184.0% | -59.1% |
| 5Y | -36.8% | +101.8% | -138.5% | -65.5% |
| 10Y | -56.3% | +317.3% | -373.5% | -85.1% |
| All | -57.4% | +396.4% | -453.7% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling