-58.7%
NCLH vs CNP
+137.1%
-195.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.6% |
| 7D | -6.5% | -2.2% | -4.4% | -4.9% |
| 30D | -22.1% | -2.1% | -20.0% | -21.0% |
| 3M | -18.7% | -7.9% | -10.8% | -13.7% |
| 6M | -28.4% | -8.3% | -20.1% | -24.5% |
| YTD | -34.7% | +3.8% | -38.5% | -38.2% |
| 1Y | -42.7% | +5.9% | -48.6% | -46.9% |
| 3Y | -10.6% | +49.3% | -59.9% | -40.5% |
| 5Y | -40.7% | +69.3% | -110.0% | -65.4% |
| All | -58.7% | +137.1% | -195.7% | -81.7% |
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