-40.5%
NCLH vs CNP
+70.6%
-111.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | -4.6% | +0.7% | -5.3% | -4.9% |
| 30D | -19.9% | -0.1% | -19.9% | -20.0% |
| 3M | -22.0% | -5.6% | -16.3% | -20.1% |
| 6M | -28.3% | -7.5% | -20.8% | -26.2% |
| YTD | -33.5% | +5.5% | -39.0% | -36.3% |
| 1Y | -41.5% | +8.3% | -49.8% | -45.0% |
| 3Y | -8.9% | +51.8% | -60.7% | -32.6% |
| 5Y | -40.5% | +69.9% | -110.3% | -60.1% |
| All | -40.5% | +70.6% | -111.0% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling