-37.0%
NCLH vs CI
+40.1%
-77.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.8% |
| 7D | -0.3% | -2.0% | +1.8% | +0.1% |
| 30D | -20.1% | -1.8% | -18.2% | -19.8% |
| 3M | -17.0% | -4.2% | -12.8% | -16.4% |
| 6M | -23.2% | +2.7% | -25.9% | -23.8% |
| YTD | -31.0% | +1.9% | -33.0% | -31.6% |
| 1Y | -37.3% | -6.3% | -31.0% | -37.1% |
| 3Y | -5.6% | +3.9% | -9.4% | -12.5% |
| 5Y | -37.0% | +41.9% | -78.9% | -55.4% |
| All | -37.0% | +40.1% | -77.1% | -55.4% |
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