-56.6%
NCLH vs CRL
+350.3%
-406.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +20.8% | +11.9% | +8.9% | +12.6% |
| 3M | -8.1% | +20.2% | -28.3% | -18.0% |
| 6M | +11.8% | +107.5% | -95.7% | -26.0% |
| YTD | -19.5% | +69.4% | -89.0% | -41.9% |
| 1Y | -3.2% | +99.7% | -103.0% | -36.0% |
| 3Y | +37.1% | +98.8% | -61.7% | -17.6% |
| 5Y | -29.9% | -12.4% | -17.5% | -33.9% |
| All | -56.6% | +350.3% | -406.8% | -85.9% |
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