-39.2%
NCLH vs CLBK
+73.3%
-112.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.5% | +1.2% | -7.7% | -7.0% |
| 30D | -23.3% | +9.1% | -32.4% | -26.7% |
| 3M | -18.6% | +27.7% | -46.3% | -29.1% |
| 6M | -26.2% | +40.8% | -67.1% | -39.3% |
| YTD | -30.2% | +66.4% | -96.6% | -47.1% |
| 1Y | -39.2% | +72.4% | -111.5% | -55.6% |
| All | -39.2% | +73.3% | -112.5% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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