-58.0%
NCLH vs CPB
-45.3%
-12.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -4.8% | -1.8% | -3.0% | -4.9% |
| 30D | -21.7% | -7.1% | -14.6% | -21.8% |
| 3M | -22.2% | -6.0% | -16.2% | -22.4% |
| 6M | -27.5% | -5.3% | -22.3% | -27.5% |
| YTD | -33.6% | -20.8% | -12.8% | -34.1% |
| 1Y | -45.0% | -33.8% | -11.1% | -45.8% |
| 3Y | -11.0% | -43.7% | +32.7% | -13.3% |
| 5Y | -39.7% | -40.7% | +1.0% | -40.8% |
| All | -58.0% | -45.3% | -12.7% | -59.3% |
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