-58.7%
NCLH vs CRL
+249.3%
-308.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.9% |
| 7D | -6.5% | -6.9% | +0.4% | -3.1% |
| 30D | -22.1% | -3.2% | -18.9% | -20.9% |
| 3M | -18.7% | +46.5% | -65.2% | -34.1% |
| 6M | -28.4% | +63.1% | -91.5% | -45.9% |
| YTD | -34.7% | +36.9% | -71.6% | -46.3% |
| 1Y | -42.7% | +78.1% | -120.8% | -59.5% |
| 3Y | -10.6% | +36.7% | -47.3% | -32.9% |
| 5Y | -40.7% | -38.1% | -2.7% | -32.0% |
| All | -58.7% | +249.3% | -308.0% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling