-51.0%
NCLH vs CL
+83.5%
-134.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.2% | -0.8% | +2.0% | +1.4% |
| 30D | +22.6% | +9.5% | +13.1% | +19.6% |
| 3M | +0.6% | +6.8% | -6.1% | -1.1% |
| 6M | +13.5% | +14.3% | -0.8% | +9.3% |
| YTD | -15.7% | +26.3% | -42.0% | -20.9% |
| 1Y | 0.0% | +25.6% | -25.6% | -6.1% |
| 3Y | +42.8% | +38.5% | +4.3% | +26.6% |
| 5Y | -28.4% | +40.7% | -69.2% | -37.7% |
| 10Y | -51.0% | +83.1% | -134.1% | -60.2% |
| All | -51.0% | +83.5% | -134.6% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling