-57.0%
NCLH vs CP
+224.3%
-281.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.5% |
| 7D | -4.6% | +0.6% | -5.2% | -5.1% |
| 30D | -19.9% | -0.5% | -19.5% | -19.6% |
| 3M | -22.0% | +0.1% | -22.0% | -22.1% |
| 6M | -28.3% | +7.8% | -36.1% | -33.0% |
| YTD | -33.5% | +22.9% | -56.3% | -44.9% |
| 1Y | -41.5% | +21.3% | -62.8% | -51.0% |
| 3Y | -8.9% | +20.4% | -29.3% | -24.8% |
| 5Y | -40.5% | +34.9% | -75.4% | -56.3% |
| 10Y | -57.0% | +233.3% | -290.3% | -82.0% |
| All | -57.0% | +224.3% | -281.3% | -82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling