-36.5%
NCLH vs CL
+39.7%
-76.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.3% |
| 7D | +2.0% | +1.3% | +0.7% | +1.8% |
| 30D | +19.1% | +11.4% | +7.7% | +17.1% |
| 3M | -7.5% | +4.4% | -11.9% | -8.1% |
| 6M | +1.0% | +10.8% | -9.8% | -0.6% |
| YTD | -19.7% | +25.1% | -44.8% | -21.9% |
| 1Y | -1.8% | +28.0% | -29.7% | -4.7% |
| 3Y | +36.7% | +37.6% | -0.9% | +25.8% |
| All | -36.5% | +39.7% | -76.2% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling