-56.3%
NCLH vs CMS
+136.3%
-192.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.8% |
| 7D | +1.7% | -1.3% | +3.0% | +2.1% |
| 30D | +17.9% | +5.3% | +12.6% | +15.9% |
| 3M | -4.5% | -0.3% | -4.2% | -4.4% |
| 6M | +12.9% | -4.0% | +16.9% | +14.3% |
| YTD | -19.1% | +2.1% | -21.2% | -20.1% |
| 1Y | -4.6% | -4.7% | +0.1% | -3.6% |
| 3Y | +37.0% | +36.8% | +0.2% | +19.6% |
| 5Y | -29.5% | +34.9% | -64.4% | -39.4% |
| All | -56.3% | +136.3% | -192.6% | -64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling