-1.0%
NCLH vs CHD
+30.9%
-31.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.1% | +5.8% |
| 7D | +15.8% | +6.9% | +8.9% | +13.2% |
| 30D | +25.1% | +17.1% | +8.0% | +18.6% |
| 3M | -7.3% | +9.1% | -16.4% | -10.2% |
| 6M | +8.1% | +21.4% | -13.2% | +2.9% |
| YTD | -16.7% | +34.9% | -51.5% | -19.5% |
| 1Y | -1.0% | +31.0% | -32.1% | -1.7% |
| All | -1.0% | +30.9% | -31.9% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling