-40.5%
NCLH vs CPB
-38.1%
-2.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.5% |
| 7D | -4.6% | -8.0% | +3.4% | -4.2% |
| 30D | -19.9% | -2.4% | -17.5% | -19.9% |
| 3M | -22.0% | +0.5% | -22.5% | -21.9% |
| 6M | -28.3% | -10.5% | -17.8% | -28.0% |
| YTD | -33.5% | -17.5% | -15.9% | -33.3% |
| 1Y | -41.5% | -31.0% | -10.4% | -40.9% |
| 3Y | -8.9% | -40.6% | +31.7% | -8.8% |
| 5Y | -40.5% | -37.7% | -2.7% | -43.5% |
| All | -40.5% | -38.1% | -2.4% | -43.5% |
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