-49.5%
NCLH vs CNH
+64.7%
-114.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.2% | -2.7% |
| 7D | -6.5% | +23.3% | -29.8% | -18.7% |
| 30D | -23.3% | +33.5% | -56.8% | -37.0% |
| 3M | -18.6% | +32.7% | -51.3% | -33.1% |
| 6M | -26.2% | +22.2% | -48.4% | -36.6% |
| YTD | -30.2% | +57.7% | -87.9% | -49.4% |
| 1Y | -39.2% | +28.0% | -67.1% | -50.0% |
| 3Y | -5.1% | +11.5% | -16.6% | -17.8% |
| 5Y | -36.8% | +11.9% | -48.6% | -46.2% |
| 10Y | -56.3% | +162.8% | -219.1% | -76.3% |
| All | -49.5% | +64.7% | -114.2% | -70.2% |
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 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