-58.0%
NCLH vs CHD
+126.1%
-184.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | -4.5% | -0.4% | -4.7% |
| 30D | -21.7% | -6.7% | -15.0% | -21.5% |
| 3M | -22.2% | -2.7% | -19.5% | -22.2% |
| 6M | -27.5% | -4.9% | -22.6% | -27.5% |
| YTD | -33.6% | +13.3% | -46.9% | -33.5% |
| 1Y | -45.0% | +1.0% | -46.0% | -44.9% |
| 3Y | -11.0% | +1.3% | -12.4% | -11.0% |
| 5Y | -39.7% | +20.8% | -60.6% | -40.0% |
| All | -58.0% | +126.1% | -184.1% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling