-58.0%
NCLH vs CG
+314.7%
-372.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +3.0% |
| 7D | -4.8% | -9.9% | +5.0% | +2.9% |
| 30D | -21.7% | -11.7% | -10.0% | -14.1% |
| 3M | -22.2% | -4.3% | -18.0% | -20.7% |
| 6M | -27.5% | -8.8% | -18.8% | -23.6% |
| YTD | -33.6% | -26.9% | -6.7% | -17.9% |
| 1Y | -45.0% | -35.4% | -9.6% | -25.7% |
| 3Y | -11.0% | +43.0% | -54.1% | -37.8% |
| 5Y | -39.7% | +1.9% | -41.6% | -46.5% |
| All | -58.0% | +314.7% | -372.7% | -82.5% |
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