-58.0%
NCLH vs CLX
-3.7%
-54.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +1.7% |
| 7D | -4.8% | -5.7% | +0.9% | -4.8% |
| 30D | -21.7% | -17.0% | -4.7% | -21.7% |
| 3M | -22.2% | -9.7% | -12.6% | -22.2% |
| 6M | -27.5% | -19.8% | -7.7% | -28.0% |
| YTD | -33.6% | -9.8% | -23.8% | -33.6% |
| 1Y | -45.0% | -26.2% | -18.8% | -45.5% |
| 3Y | -11.0% | -36.2% | +25.1% | -13.0% |
| 5Y | -39.7% | -38.3% | -1.4% | -42.5% |
| All | -58.0% | -3.7% | -54.3% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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