-40.3%
NCLH vs CNH
+46.6%
-86.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.9% | -8.1% | -3.9% |
| 7D | +2.7% | +8.6% | -5.8% | -2.7% |
| 30D | +18.4% | +12.6% | +5.8% | +9.3% |
| 3M | -4.3% | +17.5% | -21.8% | -16.2% |
| 6M | +7.9% | +18.1% | -10.2% | -6.6% |
| YTD | -17.4% | +40.4% | -57.8% | -36.6% |
| 1Y | -3.4% | +34.0% | -37.3% | -24.0% |
| 3Y | +44.4% | +35.3% | +9.1% | +8.5% |
| 5Y | -33.7% | -5.1% | -28.6% | -38.3% |
| 10Y | -48.1% | +124.0% | -172.2% | -69.9% |
| All | -40.3% | +46.6% | -86.9% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling