-1.6%
NCLH vs CP
+32.9%
-34.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +6.3% | +2.8% | +3.5% | +3.9% |
| 30D | +18.9% | +11.0% | +7.8% | +8.6% |
| 3M | -0.2% | +3.8% | -4.1% | -3.3% |
| 6M | +8.4% | +9.5% | -1.1% | +0.3% |
| YTD | -17.1% | +28.2% | -45.3% | -34.0% |
| All | -1.6% | +32.9% | -34.5% | -24.6% |
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