-41.4%
NCLH vs CNC
+10.7%
-52.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.5% |
| 7D | -4.8% | -0.9% | -3.9% | -4.7% |
| 30D | -21.7% | -1.0% | -20.7% | -21.6% |
| 3M | -22.2% | +4.5% | -26.8% | -22.7% |
| 6M | -27.5% | +85.2% | -112.8% | -33.1% |
| YTD | -33.6% | +61.4% | -95.0% | -37.9% |
| 1Y | -45.0% | +94.9% | -139.9% | -50.0% |
| 3Y | -11.0% | 0.0% | -11.0% | -15.2% |
| All | -41.4% | +10.7% | -52.2% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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