-37.2%
NCLH vs CL
+124.6%
-161.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.3% |
| 7D | -6.5% | -2.2% | -4.3% | -5.8% |
| 30D | -23.3% | -4.8% | -18.5% | -22.1% |
| 3M | -18.6% | +4.9% | -23.5% | -19.9% |
| 6M | -26.2% | -5.7% | -20.5% | -25.1% |
| YTD | -30.2% | +14.4% | -44.6% | -33.3% |
| 1Y | -39.2% | +8.7% | -47.9% | -41.0% |
| 3Y | -5.1% | +30.0% | -35.0% | -15.8% |
| 5Y | -36.8% | +28.4% | -65.1% | -44.4% |
| 10Y | -56.3% | +50.1% | -106.4% | -64.1% |
| All | -37.2% | +124.6% | -161.8% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling