-45.0%
NCLH vs CPB
-33.6%
-11.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -4.8% | -1.8% | -3.0% | -4.6% |
| 30D | -21.7% | -7.1% | -14.6% | -21.1% |
| 3M | -22.2% | -6.0% | -16.2% | -21.9% |
| 6M | -27.5% | -5.3% | -22.3% | -26.7% |
| YTD | -33.6% | -20.8% | -12.8% | -34.1% |
| 1Y | -45.0% | -33.8% | -11.1% | -43.1% |
| All | -45.0% | -33.6% | -11.3% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling