-3.2%
NCLH vs CPB
-22.0%
+18.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.0% |
| 7D | +0.2% | -1.6% | +1.8% | +0.5% |
| 30D | +20.8% | +19.2% | +1.6% | +18.2% |
| 3M | -8.1% | -0.9% | -7.2% | -8.5% |
| 6M | +11.8% | +15.2% | -3.4% | +11.5% |
| YTD | -19.5% | -13.1% | -6.5% | -21.6% |
| 1Y | -3.2% | -22.4% | +19.2% | +3.3% |
| All | -3.2% | -22.0% | +18.8% | +3.3% |
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 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