-41.4%
NCLH vs CMI
+164.8%
-206.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.7% |
| 7D | -4.8% | -0.7% | -4.1% | -4.2% |
| 30D | -21.7% | -12.4% | -9.3% | -13.0% |
| 3M | -22.2% | -14.8% | -7.5% | -13.7% |
| 6M | -27.5% | +0.8% | -28.3% | -32.0% |
| YTD | -33.6% | +10.2% | -43.8% | -43.8% |
| 1Y | -45.0% | +37.4% | -82.4% | -62.8% |
| 3Y | -11.0% | +153.3% | -164.3% | -69.0% |
| All | -41.4% | +164.8% | -206.2% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling