-45.0%
NCLH vs CHD
+2.3%
-47.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | -4.5% | -0.4% | -3.6% |
| 30D | -21.7% | -6.7% | -15.0% | -20.1% |
| 3M | -22.2% | -2.7% | -19.5% | -21.4% |
| 6M | -27.5% | -4.9% | -22.6% | -27.1% |
| YTD | -33.6% | +13.3% | -46.9% | -33.7% |
| 1Y | -45.0% | +1.0% | -46.0% | -44.9% |
| All | -45.0% | +2.3% | -47.3% | -44.9% |
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