-57.0%
NCLH vs CI
+143.6%
-200.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.4% | -3.9% |
| 7D | -4.6% | -1.1% | -3.5% | -4.1% |
| 30D | -19.9% | +0.5% | -20.4% | -20.2% |
| 3M | -22.0% | -5.2% | -16.8% | -20.3% |
| 6M | -28.3% | +4.3% | -32.6% | -30.5% |
| YTD | -33.5% | +2.8% | -36.2% | -35.4% |
| 1Y | -41.5% | -5.8% | -35.7% | -41.7% |
| 3Y | -8.9% | +4.7% | -13.6% | -22.0% |
| 5Y | -40.5% | +42.7% | -83.1% | -60.2% |
| 10Y | -57.0% | +141.0% | -197.9% | -74.3% |
| All | -57.0% | +143.6% | -200.5% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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