-41.5%
NCLH vs CP
+19.4%
-60.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -21.9% |
| 6M | -28.3% | +7.8% | -36.1% | -33.0% |
| YTD | -33.5% | +22.9% | -56.3% | -44.6% |
| 1Y | -41.5% | +21.3% | -62.8% | -52.0% |
| All | -41.5% | +19.4% | -60.9% | -52.0% |
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 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