-10.9%
NCLH vs CHRW
+85.4%
-96.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -4.6% | +4.1% | -8.7% | -5.9% |
| 30D | -19.9% | +1.9% | -21.8% | -20.5% |
| 3M | -22.0% | -21.2% | -0.8% | -16.3% |
| 6M | -28.3% | -16.7% | -11.6% | -24.9% |
| YTD | -33.5% | -5.4% | -28.1% | -34.0% |
| 1Y | -41.5% | +21.2% | -62.6% | -47.5% |
| All | -10.9% | +85.4% | -96.3% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling