-37.2%
NCLH vs CI
+452.2%
-489.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | -6.5% | +1.3% | -7.8% | -7.1% |
| 30D | -23.3% | +4.4% | -27.7% | -24.9% |
| 3M | -18.6% | +0.7% | -19.3% | -19.2% |
| 6M | -26.2% | +0.3% | -26.6% | -27.0% |
| YTD | -30.2% | +3.8% | -34.1% | -32.5% |
| 1Y | -39.2% | -5.5% | -33.7% | -39.4% |
| 3Y | -5.1% | +8.1% | -13.2% | -18.6% |
| 5Y | -36.8% | +42.8% | -79.6% | -55.1% |
| 10Y | -56.3% | +143.9% | -200.2% | -74.9% |
| All | -37.2% | +452.2% | -489.4% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling