-27.6%
NCLH vs CHRW
+185.4%
-213.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.2% | +7.3% | -7.1% | -2.7% |
| 30D | +20.8% | -3.6% | +24.4% | +22.0% |
| 3M | -8.1% | -9.6% | +1.4% | -5.3% |
| 6M | +11.8% | -17.0% | +28.8% | +17.9% |
| YTD | -19.5% | -15.4% | -4.1% | -17.2% |
| 1Y | -3.2% | -10.0% | +6.8% | -3.3% |
| 3Y | +37.1% | +82.2% | -45.1% | -5.1% |
| 5Y | -29.9% | +59.4% | -89.3% | -48.8% |
| 10Y | -53.3% | +129.7% | -183.0% | -71.1% |
| All | -27.6% | +185.4% | -213.0% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling