-37.2%
NCLH vs CNP
+218.7%
-255.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.4% |
| 7D | -6.5% | +1.1% | -7.6% | -7.2% |
| 30D | -23.3% | -1.8% | -21.5% | -22.4% |
| 3M | -18.6% | -4.6% | -14.0% | -16.4% |
| 6M | -26.2% | -8.8% | -17.4% | -22.3% |
| YTD | -30.2% | +5.2% | -35.5% | -34.1% |
| 1Y | -39.2% | +8.3% | -47.5% | -43.9% |
| 3Y | -5.1% | +54.9% | -59.9% | -35.0% |
| 5Y | -36.8% | +73.5% | -110.3% | -60.7% |
| 10Y | -56.3% | +139.1% | -195.4% | -78.6% |
| All | -37.2% | +218.7% | -255.9% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling