-30.8%
NCLH vs CNH
-9.2%
-21.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +3.0% |
| 7D | +6.3% | +4.5% | +1.7% | +3.1% |
| 30D | +18.9% | +7.6% | +11.2% | +13.1% |
| 3M | -0.2% | +17.0% | -17.2% | -12.4% |
| 6M | +8.4% | +12.9% | -4.6% | -3.3% |
| YTD | -17.1% | +34.3% | -51.3% | -34.6% |
| 1Y | -2.8% | +28.5% | -31.3% | -21.5% |
| 3Y | +40.4% | +31.9% | +8.6% | +5.7% |
| 5Y | -30.8% | -9.6% | -21.1% | -36.0% |
| All | -30.8% | -9.2% | -21.5% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling