-41.2%
NCLH vs CNI
+226.3%
-267.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | -6.5% | -1.1% | -5.4% | -5.6% |
| 30D | -22.1% | -3.5% | -18.5% | -19.6% |
| 3M | -18.7% | +2.2% | -20.9% | -20.5% |
| 6M | -28.4% | +15.1% | -43.5% | -37.0% |
| YTD | -34.7% | +24.7% | -59.4% | -46.5% |
| 1Y | -42.7% | +33.4% | -76.1% | -56.0% |
| 3Y | -10.6% | +19.5% | -30.1% | -25.4% |
| 5Y | -40.7% | +12.6% | -53.3% | -47.4% |
| 10Y | -57.8% | +134.7% | -192.4% | -76.6% |
| All | -41.2% | +226.3% | -267.5% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling