-40.5%
NCLH vs CNH
+12.3%
-52.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -4.8% |
| 7D | -4.6% | +1.8% | -6.5% | -5.9% |
| 30D | -19.9% | +32.6% | -52.6% | -33.9% |
| 3M | -22.0% | +29.4% | -51.4% | -34.7% |
| 6M | -28.3% | +26.0% | -54.3% | -39.4% |
| YTD | -33.5% | +52.2% | -85.7% | -50.6% |
| 1Y | -41.5% | +23.9% | -65.3% | -50.7% |
| 3Y | -8.9% | +10.1% | -19.0% | -19.4% |
| 5Y | -40.5% | +13.2% | -53.6% | -51.2% |
| All | -40.5% | +12.3% | -52.8% | -51.2% |
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