-10.9%
NCLH vs CI
+4.5%
-15.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.4% | -3.5% |
| 7D | -4.6% | -1.1% | -3.5% | -4.6% |
| 30D | -19.9% | +0.5% | -20.4% | -19.9% |
| 3M | -22.0% | -5.2% | -16.8% | -22.0% |
| 6M | -28.3% | +4.3% | -32.6% | -28.1% |
| YTD | -33.5% | +2.8% | -36.2% | -33.3% |
| 1Y | -41.5% | -5.8% | -35.7% | -41.6% |
| All | -10.9% | +4.5% | -15.4% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling