-1.0%
NCLH vs CMI
+10.9%
-11.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.8% | +12.5% | +8.9% |
| 7D | +15.8% | -11.2% | +27.0% | +20.8% |
| 30D | +25.1% | -9.8% | +34.9% | +29.6% |
| 3M | -7.3% | -25.5% | +18.2% | +3.7% |
| 6M | +8.1% | -27.7% | +35.8% | +20.0% |
| YTD | -16.7% | -6.6% | -10.1% | -22.1% |
| 1Y | -1.0% | +11.7% | -12.7% | -13.9% |
| All | -1.0% | +10.9% | -11.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling