-20.8%
NCLH vs CHYM
-23.3%
+2.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -4.8% | -2.3% | -2.6% | -4.5% |
| 30D | -21.7% | +4.4% | -26.1% | -22.5% |
| 3M | -22.2% | +91.3% | -113.5% | -34.5% |
| 6M | -27.5% | +44.0% | -71.5% | -35.3% |
| YTD | -33.6% | +31.1% | -64.7% | -40.4% |
| 1Y | -45.0% | +37.8% | -82.8% | -51.6% |
| All | -20.8% | -23.3% | +2.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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