-58.0%
NCLH vs CNH
+158.6%
-216.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.3% |
| 7D | -4.8% | -5.7% | +0.9% | -1.0% |
| 30D | -21.7% | +26.6% | -48.2% | -35.4% |
| 3M | -22.2% | +31.1% | -53.3% | -37.8% |
| 6M | -27.5% | +24.9% | -52.4% | -40.5% |
| YTD | -33.6% | +48.7% | -82.3% | -52.7% |
| 1Y | -45.0% | +22.2% | -67.2% | -55.0% |
| 3Y | -11.0% | +7.4% | -18.5% | -23.9% |
| 5Y | -39.7% | +10.8% | -50.6% | -51.6% |
| All | -58.0% | +158.6% | -216.5% | -80.3% |
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