-57.0%
NCLH vs CMS
+116.0%
-172.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.2% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | -19.9% | -1.3% | -18.7% | -19.6% |
| 3M | -22.0% | -5.4% | -16.6% | -20.6% |
| 6M | -28.3% | -10.3% | -18.0% | -25.8% |
| YTD | -33.5% | -0.2% | -33.2% | -33.8% |
| 1Y | -41.5% | -0.9% | -40.6% | -41.8% |
| 3Y | -8.9% | +34.0% | -42.9% | -20.1% |
| 5Y | -40.5% | +23.6% | -64.0% | -47.1% |
| 10Y | -57.0% | +122.2% | -179.2% | -65.3% |
| All | -57.0% | +116.0% | -172.9% | -65.3% |
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