-56.6%
NCLH vs CL
+88.0%
-144.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | +0.2% | +3.2% | -3.0% | -0.6% |
| 30D | +20.8% | +8.0% | +12.7% | +18.3% |
| 3M | -8.1% | +7.9% | -16.0% | -10.0% |
| 6M | +11.8% | +14.7% | -2.9% | +7.6% |
| YTD | -19.5% | +29.2% | -48.7% | -25.1% |
| 1Y | -3.2% | +29.5% | -32.8% | -10.0% |
| 3Y | +37.1% | +40.7% | -3.6% | +20.9% |
| 5Y | -29.9% | +43.9% | -73.8% | -39.5% |
| All | -56.6% | +88.0% | -144.6% | -65.7% |
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