-73.9%
NCLH vs CLBK
+65.5%
-139.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -4.8% | -1.5% | -3.4% | -3.7% |
| 30D | -21.7% | -1.0% | -20.6% | -21.1% |
| 3M | -22.2% | +22.9% | -45.2% | -34.7% |
| 6M | -27.5% | +44.2% | -71.7% | -46.5% |
| YTD | -33.6% | +64.0% | -97.6% | -56.2% |
| 1Y | -45.0% | +65.7% | -110.7% | -64.4% |
| 3Y | -11.0% | +54.1% | -65.1% | -40.5% |
| 5Y | -39.7% | +44.7% | -84.4% | -65.4% |
| All | -73.9% | +65.5% | -139.3% | -86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling