-39.2%
NCLH vs CHRW
+17.2%
-56.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -6.5% | -1.4% | -5.1% | -6.1% |
| 30D | -23.3% | -3.5% | -19.8% | -22.6% |
| 3M | -18.6% | -19.4% | +0.8% | -15.1% |
| 6M | -26.2% | -21.4% | -4.9% | -23.2% |
| YTD | -30.2% | -7.1% | -23.1% | -29.8% |
| 1Y | -39.2% | +17.8% | -57.0% | -42.1% |
| All | -39.2% | +17.2% | -56.4% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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