-50.6%
NCLH vs CFG
+358.5%
-409.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.4% |
| 7D | +1.7% | +1.6% | +0.1% | +0.4% |
| 30D | +17.9% | +3.3% | +14.6% | +15.2% |
| 3M | -4.5% | -11.5% | +7.0% | +5.3% |
| 6M | +12.9% | +6.2% | +6.7% | +7.2% |
| YTD | -19.1% | +14.3% | -33.3% | -27.7% |
| 1Y | -4.6% | +26.7% | -31.4% | -21.6% |
| 3Y | +37.0% | +187.8% | -150.7% | -42.1% |
| 5Y | -29.5% | +61.3% | -90.8% | -53.7% |
| 10Y | -53.0% | +217.2% | -270.2% | -81.5% |
| All | -50.6% | +358.5% | -409.0% | -83.5% |
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