-39.2%
NCLH vs CMS
-1.9%
-37.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -6.5% | +0.4% | -6.9% | -6.5% |
| 30D | -23.3% | -3.6% | -19.7% | -23.4% |
| 3M | -18.6% | -1.9% | -16.7% | -18.0% |
| 6M | -26.2% | -11.0% | -15.3% | -27.1% |
| YTD | -30.2% | +0.2% | -30.4% | -29.0% |
| 1Y | -39.2% | -1.3% | -37.8% | -39.0% |
| All | -39.2% | -1.9% | -37.3% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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