-29.6%
NCLH vs CI
+49.5%
-79.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.2% | +1.2% | -0.9% | 0.0% |
| 30D | +20.8% | +2.6% | +18.2% | +20.3% |
| 3M | -8.1% | +7.4% | -15.6% | -9.3% |
| 6M | +11.8% | -0.1% | +11.9% | +11.6% |
| YTD | -19.5% | +9.7% | -29.3% | -21.2% |
| 1Y | -3.2% | +12.1% | -15.4% | -5.5% |
| 3Y | +37.1% | +7.0% | +30.1% | +29.8% |
| All | -29.6% | +49.5% | -79.1% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling