-56.6%
NCLH vs CNP
+146.5%
-203.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -1.0% |
| 7D | +0.2% | +1.3% | -1.1% | -0.8% |
| 30D | +20.8% | +3.8% | +17.0% | +17.0% |
| 3M | -8.1% | +2.4% | -10.5% | -10.2% |
| 6M | +11.8% | -1.2% | +13.0% | +11.7% |
| YTD | -19.5% | +9.3% | -28.8% | -27.0% |
| 1Y | -3.2% | +6.4% | -9.7% | -10.6% |
| 3Y | +37.1% | +66.4% | -29.3% | -16.5% |
| 5Y | -29.9% | +75.7% | -105.6% | -60.3% |
| All | -56.6% | +146.5% | -203.0% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling