-37.9%
NCLH vs CHD
+313.0%
-350.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -1.0% |
| 7D | -0.3% | -2.9% | +2.6% | 0.0% |
| 30D | -20.1% | -6.2% | -13.8% | -19.6% |
| 3M | -17.0% | +1.6% | -18.6% | -17.1% |
| 6M | -23.2% | -3.5% | -19.7% | -23.0% |
| YTD | -31.0% | +16.2% | -47.3% | -31.8% |
| 1Y | -37.3% | +3.4% | -40.7% | -37.5% |
| 3Y | -5.6% | +4.6% | -10.2% | -6.5% |
| 5Y | -37.0% | +21.1% | -58.1% | -39.1% |
| 10Y | -55.3% | +126.5% | -181.8% | -64.9% |
| All | -37.9% | +313.0% | -350.9% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling