-72.9%
NCLH vs CLBK
+66.9%
-139.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -0.3% | +1.1% | -1.4% | -1.1% |
| 30D | -20.1% | +7.8% | -27.8% | -24.9% |
| 3M | -17.0% | +23.9% | -40.9% | -30.8% |
| 6M | -23.2% | +42.3% | -65.6% | -42.7% |
| YTD | -31.0% | +65.4% | -96.4% | -54.8% |
| 1Y | -37.3% | +70.3% | -107.6% | -60.3% |
| 3Y | -5.6% | +54.5% | -60.0% | -36.9% |
| 5Y | -37.0% | +43.1% | -80.1% | -63.2% |
| All | -72.9% | +66.9% | -139.8% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling