-37.2%
NCLH vs CP
+371.0%
-408.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.4% |
| 7D | -6.5% | -2.7% | -3.8% | -4.7% |
| 30D | -23.3% | +0.2% | -23.5% | -23.3% |
| 3M | -18.6% | +2.6% | -21.2% | -20.1% |
| 6M | -26.2% | +6.0% | -32.2% | -29.1% |
| YTD | -30.2% | +24.9% | -55.2% | -40.2% |
| 1Y | -39.2% | +20.1% | -59.3% | -46.5% |
| 3Y | -5.1% | +16.4% | -21.5% | -15.3% |
| 5Y | -36.8% | +31.7% | -68.5% | -47.9% |
| 10Y | -56.3% | +223.9% | -280.1% | -75.7% |
| All | -37.2% | +371.0% | -408.2% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling