-40.2%
NCLH vs CNQ
+489.1%
-529.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -21.7% | +6.2% | -27.9% | -24.0% |
| 3M | -22.2% | +12.4% | -34.6% | -27.3% |
| 6M | -27.5% | +9.0% | -36.6% | -33.0% |
| YTD | -33.6% | +52.2% | -85.8% | -48.0% |
| 1Y | -45.0% | +65.0% | -110.0% | -58.7% |
| 3Y | -11.0% | +78.8% | -89.9% | -38.1% |
| 5Y | -39.7% | +286.0% | -325.7% | -72.0% |
| 10Y | -57.0% | +420.7% | -477.8% | -85.2% |
| All | -40.2% | +489.1% | -529.3% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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