-11.0%
NCLH vs CMI
+150.2%
-161.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.9% |
| 7D | -4.8% | -0.7% | -4.1% | -4.3% |
| 30D | -21.7% | -12.4% | -9.3% | -14.7% |
| 3M | -22.2% | -14.8% | -7.5% | -15.4% |
| 6M | -27.5% | +0.8% | -28.3% | -31.5% |
| YTD | -33.6% | +10.2% | -43.8% | -42.6% |
| 1Y | -45.0% | +37.4% | -82.4% | -60.7% |
| 3Y | -11.0% | +153.3% | -164.3% | -64.5% |
| All | -11.0% | +150.2% | -161.3% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling