-49.3%
NCLH vs CFG
+358.2%
-407.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.8% |
| 7D | +6.3% | +0.7% | +5.6% | +5.8% |
| 30D | +18.9% | +2.8% | +16.1% | +16.6% |
| 3M | -0.2% | -10.1% | +9.9% | +8.7% |
| 6M | +8.4% | +3.2% | +5.2% | +5.4% |
| YTD | -17.1% | +14.2% | -31.3% | -25.9% |
| 1Y | -2.8% | +27.4% | -30.2% | -20.4% |
| 3Y | +40.4% | +187.6% | -147.1% | -40.6% |
| 5Y | -30.8% | +65.7% | -96.4% | -55.5% |
| 10Y | -51.3% | +219.7% | -270.9% | -80.8% |
| All | -49.3% | +358.2% | -407.5% | -83.1% |
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