-1.0%
NCLH vs CLF
+12.5%
-13.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -9.2% | +16.0% | +8.2% |
| 7D | +15.8% | -7.9% | +23.7% | +17.1% |
| 30D | +25.1% | +5.2% | +19.8% | +23.1% |
| 3M | -7.3% | +4.3% | -11.6% | -9.0% |
| 6M | +8.1% | +25.3% | -17.1% | +1.4% |
| YTD | -16.7% | -3.3% | -13.4% | -19.7% |
| 1Y | -1.0% | +20.2% | -21.2% | -9.6% |
| All | -1.0% | +12.5% | -13.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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