-0.6%
NCLH vs CNH
+26.4%
-27.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.0% |
| 7D | +1.2% | +6.7% | -5.5% | -1.5% |
| 30D | +22.6% | +7.2% | +15.4% | +18.9% |
| 3M | +0.6% | +17.5% | -16.9% | -9.0% |
| 6M | +13.5% | +15.0% | -1.4% | +3.8% |
| YTD | -15.7% | +36.8% | -52.5% | -27.7% |
| All | -0.6% | +26.4% | -27.0% | -9.7% |
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