-40.1%
NCLH vs CMI
+588.0%
-628.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.5% |
| 7D | -4.6% | +0.7% | -5.3% | -5.2% |
| 30D | -19.9% | -12.3% | -7.7% | -11.2% |
| 3M | -22.0% | -16.8% | -5.2% | -11.6% |
| 6M | -28.3% | +1.5% | -29.8% | -32.1% |
| YTD | -33.5% | +9.8% | -43.3% | -41.9% |
| 1Y | -41.5% | +42.6% | -84.0% | -59.4% |
| 3Y | -8.9% | +151.0% | -159.9% | -61.5% |
| 5Y | -40.5% | +167.0% | -207.5% | -75.8% |
| 10Y | -57.0% | +512.2% | -569.1% | -89.1% |
| All | -40.1% | +588.0% | -628.1% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling