-45.0%
NCLH vs CRBG
+7.7%
-52.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | -4.8% | +0.6% | -5.4% | -5.1% |
| 30D | -21.7% | +2.6% | -24.3% | -22.8% |
| 3M | -22.2% | +24.0% | -46.2% | -31.2% |
| 6M | -27.5% | +50.5% | -78.0% | -42.6% |
| YTD | -33.6% | +17.1% | -50.7% | -40.4% |
| 1Y | -45.0% | +5.9% | -50.9% | -49.2% |
| All | -45.0% | +7.7% | -52.7% | -49.2% |
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