-41.6%
NCLH vs CI
-5.4%
-36.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.4% | -3.6% |
| 7D | -4.6% | -1.1% | -3.5% | -4.5% |
| 30D | -19.9% | +0.5% | -20.4% | -20.0% |
| 3M | -22.0% | -5.2% | -16.8% | -21.3% |
| 6M | -28.3% | +4.3% | -32.6% | -28.7% |
| YTD | -33.5% | +2.8% | -36.2% | -33.9% |
| All | -41.6% | -5.4% | -36.2% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling