-24.1%
NCLH vs CLF
-60.3%
+36.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.2% |
| 7D | +1.2% | +2.3% | -1.2% | +0.5% |
| 30D | +22.6% | +1.9% | +20.7% | +21.0% |
| 3M | +0.6% | +5.9% | -5.2% | -2.1% |
| 6M | +13.5% | +16.9% | -3.4% | +6.5% |
| YTD | -15.7% | -1.1% | -14.6% | -19.1% |
| 1Y | 0.0% | +28.8% | -28.8% | -9.8% |
| 3Y | +42.8% | -20.6% | +63.4% | +34.7% |
| 5Y | -28.4% | -41.5% | +13.1% | -29.6% |
| 10Y | -51.0% | +87.5% | -138.5% | -63.8% |
| All | -24.1% | -60.3% | +36.2% | -40.5% |
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