-39.3%
NCLH vs CL
+7.8%
-47.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.3% | -1.4% | +1.1% | +0.1% |
| 30D | -20.1% | -5.2% | -14.8% | -19.0% |
| 3M | -17.0% | +3.3% | -20.3% | -17.6% |
| 6M | -23.2% | -4.4% | -18.9% | -24.1% |
| YTD | -31.0% | +13.9% | -45.0% | -31.0% |
| All | -39.3% | +7.8% | -47.1% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling