-26.6%
NCLH vs CPB
-33.6%
+7.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +1.2% | -4.1% | +5.3% | +1.5% |
| 30D | +22.6% | +16.9% | +5.7% | +21.5% |
| 3M | +0.6% | -0.6% | +1.2% | +0.5% |
| 6M | +13.5% | +11.4% | +2.1% | +13.1% |
| YTD | -15.7% | -14.8% | -0.9% | -15.8% |
| 1Y | 0.0% | -24.8% | +24.8% | +0.4% |
| 3Y | +42.8% | -36.6% | +79.4% | +42.1% |
| All | -26.6% | -33.6% | +7.0% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling