-54.5%
NCLH vs CNH
+116.0%
-170.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.3% |
| 7D | +1.2% | +6.7% | -5.5% | -3.9% |
| 30D | +22.6% | +7.2% | +15.4% | +15.6% |
| 3M | +0.6% | +17.5% | -16.9% | -14.1% |
| 6M | +13.5% | +15.0% | -1.4% | -2.6% |
| YTD | -15.7% | +36.8% | -52.5% | -37.5% |
| 1Y | 0.0% | +27.6% | -27.6% | -22.3% |
| 3Y | +42.8% | +34.3% | +8.5% | 0.0% |
| 5Y | -28.4% | -12.2% | -16.2% | -31.9% |
| All | -54.5% | +116.0% | -170.5% | -76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling