-37.2%
NCLH vs CPB
-8.6%
-28.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | 0.0% |
| 7D | -6.5% | -8.6% | +2.1% | -6.3% |
| 30D | -23.3% | -7.2% | -16.1% | -23.2% |
| 3M | -18.6% | +0.9% | -19.5% | -18.6% |
| 6M | -26.2% | -11.8% | -14.4% | -26.1% |
| YTD | -30.2% | -19.4% | -10.8% | -30.1% |
| 1Y | -39.2% | -30.4% | -8.8% | -38.8% |
| 3Y | -5.1% | -40.2% | +35.1% | -4.7% |
| 5Y | -36.8% | -39.5% | +2.7% | -36.7% |
| 10Y | -56.3% | -47.4% | -8.9% | -54.9% |
| All | -37.2% | -8.6% | -28.6% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling