-37.0%
NCLH vs CP
+34.0%
-71.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.7% |
| 7D | -0.3% | +2.4% | -2.7% | -2.3% |
| 30D | -20.1% | -0.5% | -19.5% | -19.7% |
| 3M | -17.0% | +1.4% | -18.5% | -18.1% |
| 6M | -23.2% | +10.3% | -33.6% | -29.3% |
| YTD | -31.0% | +24.3% | -55.3% | -42.7% |
| 1Y | -37.3% | +20.4% | -57.7% | -46.6% |
| 3Y | -5.6% | +21.8% | -27.4% | -22.1% |
| 5Y | -37.0% | +31.5% | -68.5% | -52.2% |
| All | -37.0% | +34.0% | -71.0% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling