-40.1%
NCLH vs CNC
+500.1%
-540.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -4.6% | -4.9% | +0.2% | -3.4% |
| 30D | -19.9% | -3.8% | -16.2% | -19.2% |
| 3M | -22.0% | -3.2% | -18.7% | -21.6% |
| 6M | -28.3% | +47.9% | -76.2% | -36.6% |
| YTD | -33.5% | +55.7% | -89.1% | -42.3% |
| 1Y | -41.5% | +106.2% | -147.7% | -53.7% |
| 3Y | -8.9% | -2.1% | -6.8% | -17.4% |
| 5Y | -40.5% | +3.4% | -43.8% | -48.2% |
| 10Y | -57.0% | +91.7% | -148.6% | -69.7% |
| All | -40.1% | +500.1% | -540.2% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling