-41.6%
NCLH vs CNH
+23.8%
-65.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -4.4% |
| 7D | -4.6% | +1.8% | -6.5% | -5.5% |
| 30D | -19.9% | +32.6% | -52.6% | -30.4% |
| 3M | -22.0% | +29.4% | -51.4% | -31.3% |
| 6M | -28.3% | +26.0% | -54.3% | -37.0% |
| YTD | -33.5% | +52.2% | -85.7% | -44.5% |
| All | -41.6% | +23.8% | -65.4% | -47.7% |
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 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