-40.5%
NCLH vs CMS
+23.1%
-63.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | -19.9% | -1.3% | -18.7% | -19.8% |
| 3M | -22.0% | -5.4% | -16.6% | -21.2% |
| 6M | -28.3% | -10.3% | -18.0% | -27.0% |
| YTD | -33.5% | -0.2% | -33.2% | -33.7% |
| 1Y | -41.5% | -0.9% | -40.6% | -41.6% |
| 3Y | -8.9% | +34.0% | -42.9% | -16.2% |
| 5Y | -40.5% | +23.6% | -64.0% | -47.2% |
| All | -40.5% | +23.1% | -63.5% | -47.2% |
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