-56.6%
NCLH vs CG
+278.5%
-335.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.3% |
| 7D | +0.2% | +0.2% | 0.0% | -0.1% |
| 30D | +20.8% | +11.2% | +9.6% | +11.4% |
| 3M | -8.1% | -22.1% | +14.0% | +10.7% |
| 6M | +11.8% | -17.9% | +29.8% | +27.8% |
| YTD | -19.5% | -31.3% | +11.8% | +4.1% |
| 1Y | -3.2% | -24.0% | +20.7% | +15.6% |
| 3Y | +37.1% | +45.0% | -7.9% | -5.5% |
| 5Y | -29.9% | -22.6% | -7.3% | -22.6% |
| All | -56.6% | +278.5% | -335.0% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling