-40.7%
NCLH vs CLX
-37.2%
-3.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.6% |
| 7D | -6.5% | -5.9% | -0.7% | -5.1% |
| 30D | -22.1% | -17.0% | -5.0% | -18.2% |
| 3M | -18.7% | -9.6% | -9.1% | -16.6% |
| 6M | -28.4% | -21.5% | -6.9% | -24.4% |
| YTD | -34.7% | -8.8% | -25.9% | -33.6% |
| 1Y | -42.7% | -24.7% | -18.0% | -39.2% |
| 3Y | -10.6% | -35.6% | +25.0% | -2.4% |
| 5Y | -40.7% | -37.6% | -3.1% | -38.9% |
| All | -40.7% | -37.2% | -3.5% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling