-10.9%
NCLH vs CLBK
+51.6%
-62.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.6% |
| 7D | -4.6% | -1.5% | -3.2% | -3.6% |
| 30D | -19.9% | +6.7% | -26.6% | -23.6% |
| 3M | -22.0% | +21.2% | -43.1% | -32.4% |
| 6M | -28.3% | +42.0% | -70.3% | -44.5% |
| YTD | -33.5% | +63.3% | -96.7% | -53.8% |
| 1Y | -41.5% | +65.4% | -106.9% | -60.1% |
| All | -10.9% | +51.6% | -62.4% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling