-2.8%
NCLH vs CRBG
+24.2%
-26.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +6.3% | +0.5% | +5.8% | +6.0% |
| 30D | +18.9% | +5.3% | +13.5% | +15.6% |
| 3M | -0.2% | +4.9% | -5.1% | -2.9% |
| 6M | +8.4% | +33.6% | -25.2% | -8.4% |
| YTD | -17.1% | +22.2% | -39.3% | -27.1% |
| 1Y | -2.8% | +23.2% | -25.9% | -14.8% |
| All | -2.8% | +24.2% | -26.9% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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