-39.2%
NCLH vs CP
+19.9%
-59.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.4% |
| 7D | -6.5% | -2.7% | -3.8% | -4.3% |
| 30D | -23.3% | +0.2% | -23.5% | -23.4% |
| 3M | -18.6% | +2.6% | -21.2% | -20.2% |
| 6M | -26.2% | +6.0% | -32.2% | -30.2% |
| YTD | -30.2% | +24.9% | -55.2% | -42.4% |
| 1Y | -39.2% | +20.1% | -59.3% | -50.3% |
| All | -39.2% | +19.9% | -59.1% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling