-57.0%
NCLH vs CL
+54.1%
-111.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -4.6% | -2.3% | -2.3% | -4.0% |
| 30D | -19.9% | -5.5% | -14.4% | -18.7% |
| 3M | -22.0% | +0.8% | -22.8% | -22.2% |
| 6M | -28.3% | -4.2% | -24.1% | -27.6% |
| YTD | -33.5% | +13.4% | -46.9% | -35.8% |
| 1Y | -41.5% | +7.1% | -48.5% | -42.7% |
| 3Y | -8.9% | +29.0% | -37.9% | -18.0% |
| 5Y | -40.5% | +28.3% | -68.8% | -46.9% |
| 10Y | -57.0% | +57.3% | -114.3% | -63.3% |
| All | -57.0% | +54.1% | -111.0% | -63.3% |
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