-40.2%
NCLH vs CHTR
+84.8%
-125.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.4% |
| 7D | -4.8% | -4.1% | -0.7% | -3.5% |
| 30D | -21.7% | -3.0% | -18.7% | -21.2% |
| 3M | -22.2% | +4.8% | -27.0% | -24.4% |
| 6M | -27.5% | -35.0% | +7.5% | -18.6% |
| YTD | -33.6% | -30.2% | -3.4% | -27.9% |
| 1Y | -45.0% | -44.8% | -0.2% | -34.7% |
| 3Y | -11.0% | -66.6% | +55.5% | +23.2% |
| 5Y | -39.7% | -81.5% | +41.7% | +3.9% |
| 10Y | -57.0% | -44.8% | -12.2% | -50.5% |
| All | -40.2% | +84.8% | -125.0% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling