-58.0%
NCLH vs CHTR
-44.7%
-13.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.3% |
| 7D | -4.8% | -4.1% | -0.7% | -3.4% |
| 30D | -21.7% | -3.0% | -18.7% | -21.1% |
| 3M | -22.2% | +4.8% | -27.0% | -24.6% |
| 6M | -27.5% | -35.0% | +7.5% | -17.9% |
| YTD | -33.6% | -30.2% | -3.4% | -27.6% |
| 1Y | -45.0% | -44.8% | -0.2% | -33.8% |
| 3Y | -11.0% | -66.6% | +55.5% | +27.3% |
| 5Y | -39.7% | -81.5% | +41.7% | +13.4% |
| All | -58.0% | -44.7% | -13.2% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 10y: compounded portfolio wealth divided by compounded CHTR 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…
10y analysis · Full analysis span regression · 6 months rolling