-41.5%
NCLH vs CLF
+9.3%
-50.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | -4.6% | -2.7% | -2.0% | -4.2% |
| 30D | -19.9% | -3.2% | -16.7% | -19.6% |
| 3M | -22.0% | -5.0% | -17.0% | -21.2% |
| 6M | -28.3% | +26.6% | -54.9% | -32.2% |
| YTD | -33.5% | -9.0% | -24.5% | -34.4% |
| 1Y | -41.5% | +11.8% | -53.3% | -46.0% |
| All | -41.5% | +9.3% | -50.8% | -46.0% |
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