-56.6%
NCLH vs CNH
+106.0%
-162.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +0.2% | +3.0% | -2.8% | -2.5% |
| 30D | +20.8% | -0.6% | +21.4% | +20.3% |
| 3M | -8.1% | +14.6% | -22.8% | -20.2% |
| 6M | +11.8% | +11.8% | +0.1% | -2.2% |
| YTD | -19.5% | +30.4% | -50.0% | -38.3% |
| 1Y | -3.2% | +19.1% | -22.3% | -20.8% |
| 3Y | +37.1% | +30.2% | +6.9% | -2.0% |
| 5Y | -29.9% | -17.8% | -12.1% | -29.9% |
| All | -56.6% | +106.0% | -162.6% | -77.0% |
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