+43.7%
NCLH vs CP
+35.8%
+7.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.2% | -0.7% | +1.9% | +1.7% |
| 30D | +22.6% | +9.6% | +13.0% | +13.5% |
| 3M | +0.6% | +2.2% | -1.6% | -1.3% |
| 6M | +13.5% | +11.1% | +2.4% | +3.9% |
| YTD | -15.7% | +28.2% | -43.9% | -31.5% |
| 1Y | 0.0% | +32.2% | -32.2% | -20.8% |
| All | +43.7% | +35.8% | +7.8% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling