-40.7%
NCLH vs CHRW
+94.0%
-134.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.4% |
| 7D | -6.5% | +4.4% | -10.9% | -8.1% |
| 30D | -22.1% | +5.5% | -27.6% | -23.8% |
| 3M | -18.7% | -17.3% | -1.4% | -13.6% |
| 6M | -28.4% | -12.7% | -15.7% | -25.8% |
| YTD | -34.7% | -4.1% | -30.6% | -35.7% |
| 1Y | -42.7% | +21.2% | -63.9% | -49.5% |
| 3Y | -10.6% | +88.9% | -99.5% | -36.7% |
| 5Y | -40.7% | +93.1% | -133.8% | -53.3% |
| All | -40.7% | +94.0% | -134.7% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling