-57.0%
NCLH vs CLF
+116.4%
-173.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.9% |
| 7D | -4.6% | -2.7% | -2.0% | -3.7% |
| 30D | -19.9% | -3.2% | -16.7% | -19.2% |
| 3M | -22.0% | -5.0% | -17.0% | -22.4% |
| 6M | -28.3% | +26.6% | -54.9% | -36.4% |
| YTD | -33.5% | -9.0% | -24.5% | -34.9% |
| 1Y | -41.5% | +11.8% | -53.3% | -48.9% |
| 3Y | -8.9% | -15.1% | +6.2% | -20.3% |
| 5Y | -40.5% | -48.2% | +7.7% | -40.7% |
| 10Y | -57.0% | +127.6% | -184.5% | -79.3% |
| All | -57.0% | +116.4% | -173.4% | -79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling