-33.7%
NCLH vs CMS
+36.1%
-69.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +2.7% | -0.9% | +3.6% | +3.0% |
| 30D | +18.4% | +7.1% | +11.3% | +16.8% |
| 3M | -4.3% | -1.3% | -3.0% | -4.1% |
| 6M | +7.9% | -2.7% | +10.6% | +8.3% |
| YTD | -17.4% | +2.6% | -20.0% | -18.2% |
| 1Y | -3.4% | -2.0% | -1.4% | -3.3% |
| 3Y | +44.4% | +39.6% | +4.8% | +30.5% |
| 5Y | -33.7% | +35.3% | -69.0% | -43.4% |
| All | -33.7% | +36.1% | -69.8% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling