-37.9%
NCLH vs CLX
+78.6%
-116.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -0.3% | -3.5% | +3.3% | -0.1% |
| 30D | -20.1% | -11.9% | -8.2% | -19.6% |
| 3M | -17.0% | -2.6% | -14.4% | -16.9% |
| 6M | -23.2% | -18.2% | -5.1% | -23.0% |
| YTD | -31.0% | -5.9% | -25.1% | -30.9% |
| 1Y | -37.3% | -23.8% | -13.4% | -37.1% |
| 3Y | -5.6% | -33.6% | +28.0% | -5.6% |
| 5Y | -37.0% | -35.7% | -1.3% | -37.9% |
| 10Y | -55.3% | -2.5% | -52.7% | -63.5% |
| All | -37.9% | +78.6% | -116.6% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling