-4.6%
NCLH vs CNH
+10.4%
-15.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.9% | -0.6% | -3.1% |
| 7D | -2.5% | -0.4% | -2.2% | -2.4% |
| 30D | +14.5% | -15.2% | +29.7% | +21.5% |
| 3M | -12.5% | +4.3% | -16.8% | -16.3% |
| 6M | +4.8% | +10.1% | -5.2% | -2.3% |
| YTD | -20.4% | +23.2% | -43.6% | -25.5% |
| 1Y | -4.6% | +8.5% | -13.1% | -9.1% |
| All | -4.6% | +10.4% | -15.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling