-42.7%
NCLH vs CHRW
+23.5%
-66.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | -6.5% | +4.4% | -10.9% | -7.6% |
| 30D | -22.1% | +5.5% | -27.6% | -23.2% |
| 3M | -18.7% | -17.3% | -1.4% | -15.8% |
| 6M | -28.4% | -12.7% | -15.7% | -27.0% |
| YTD | -34.7% | -4.1% | -30.6% | -34.8% |
| 1Y | -42.7% | +21.2% | -63.9% | -45.8% |
| All | -42.7% | +23.5% | -66.2% | -45.8% |
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