-37.9%
NCLH vs CG
+243.4%
-281.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | +0.2% |
| 7D | -0.3% | -1.3% | +1.0% | +0.5% |
| 30D | -20.1% | -3.2% | -16.9% | -18.4% |
| 3M | -17.0% | +6.2% | -23.3% | -20.9% |
| 6M | -23.2% | -4.7% | -18.6% | -21.8% |
| YTD | -31.0% | -20.6% | -10.4% | -21.4% |
| 1Y | -37.3% | -26.4% | -10.9% | -25.4% |
| 3Y | -5.6% | +55.4% | -61.0% | -31.6% |
| 5Y | -37.0% | +9.8% | -46.8% | -44.0% |
| 10Y | -55.3% | +341.4% | -396.6% | -77.3% |
| All | -37.9% | +243.4% | -281.3% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling