-3.2%
NCLH vs CRBG
+117.3%
-120.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.9% |
| 7D | -4.8% | +0.6% | -5.4% | -5.2% |
| 30D | -21.7% | +2.6% | -24.3% | -22.9% |
| 3M | -22.2% | +24.0% | -46.2% | -32.3% |
| 6M | -27.5% | +50.5% | -78.0% | -44.1% |
| YTD | -33.6% | +17.1% | -50.7% | -40.7% |
| 1Y | -45.0% | +5.9% | -50.9% | -48.0% |
| 3Y | -11.0% | +122.7% | -133.8% | -44.2% |
| All | -3.2% | +117.3% | -120.5% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling