-40.7%
NCLH vs CLBK
+41.8%
-82.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | -6.5% | -1.4% | -5.2% | -5.8% |
| 30D | -22.1% | +4.5% | -26.6% | -24.0% |
| 3M | -18.7% | +22.8% | -41.5% | -27.7% |
| 6M | -28.4% | +43.4% | -71.8% | -41.4% |
| YTD | -34.7% | +64.1% | -98.8% | -50.6% |
| 1Y | -42.7% | +67.6% | -110.3% | -57.3% |
| 3Y | -10.6% | +53.3% | -63.9% | -30.6% |
| 5Y | -40.7% | +44.8% | -85.6% | -61.2% |
| All | -40.7% | +41.8% | -82.6% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling