-37.2%
NCLH vs CLF
-62.2%
+25.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | -6.5% | +7.6% | -14.1% | -8.1% |
| 30D | -23.3% | -1.2% | -22.1% | -23.2% |
| 3M | -18.6% | -13.4% | -5.2% | -17.1% |
| 6M | -26.2% | +15.4% | -41.7% | -29.9% |
| YTD | -30.2% | -5.9% | -24.4% | -31.4% |
| 1Y | -39.2% | +18.8% | -58.0% | -44.3% |
| 3Y | -5.1% | -19.4% | +14.3% | -9.8% |
| 5Y | -36.8% | -47.7% | +11.0% | -35.8% |
| 10Y | -56.3% | +130.4% | -186.7% | -67.3% |
| All | -37.2% | -62.2% | +25.0% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling