-56.6%
NCLH vs CPB
-38.9%
-17.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -0.5% |
| 7D | +0.2% | -1.6% | +1.8% | +0.2% |
| 30D | +20.8% | +19.2% | +1.6% | +21.3% |
| 3M | -8.1% | -0.9% | -7.2% | -8.2% |
| 6M | +11.8% | +15.2% | -3.4% | +12.5% |
| YTD | -19.5% | -13.1% | -6.5% | -20.2% |
| 1Y | -3.2% | -22.4% | +19.2% | -4.5% |
| 3Y | +37.1% | -35.3% | +72.4% | +33.8% |
| 5Y | -29.9% | -33.0% | +3.1% | -31.0% |
| All | -56.6% | -38.9% | -17.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling