-11.0%
NCLH vs CNI
+19.7%
-30.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.0% |
| 7D | -4.8% | -0.4% | -4.4% | -4.5% |
| 30D | -21.7% | -2.7% | -19.0% | -20.0% |
| 3M | -22.2% | +3.9% | -26.2% | -24.6% |
| 6M | -27.5% | +16.4% | -43.9% | -35.7% |
| YTD | -33.6% | +25.8% | -59.4% | -44.5% |
| 1Y | -45.0% | +32.4% | -77.4% | -56.0% |
| 3Y | -11.0% | +19.1% | -30.1% | -24.8% |
| All | -11.0% | +19.7% | -30.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling