-37.0%
NCLH vs CLF
-48.3%
+11.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | -0.3% | +6.5% | -6.8% | -2.2% |
| 30D | -20.1% | +0.2% | -20.3% | -20.3% |
| 3M | -17.0% | -3.1% | -14.0% | -17.6% |
| 6M | -23.2% | +25.0% | -48.3% | -30.2% |
| YTD | -31.0% | -7.5% | -23.6% | -32.4% |
| 1Y | -37.3% | +11.5% | -48.8% | -44.0% |
| 3Y | -5.6% | -13.7% | +8.1% | -15.9% |
| 5Y | -37.0% | -47.0% | +10.0% | -35.6% |
| All | -37.0% | -48.3% | +11.3% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling