-37.2%
NCLH vs CRL
+585.3%
-622.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.7% |
| 7D | -6.5% | -1.0% | -5.5% | -6.0% |
| 30D | -23.3% | +10.7% | -34.0% | -27.3% |
| 3M | -18.6% | +55.3% | -73.9% | -35.5% |
| 6M | -26.2% | +60.7% | -86.9% | -43.3% |
| YTD | -30.2% | +44.6% | -74.9% | -43.9% |
| 1Y | -39.2% | +77.7% | -116.9% | -56.5% |
| 3Y | -5.1% | +37.6% | -42.7% | -28.1% |
| 5Y | -36.8% | -35.8% | -0.9% | -30.2% |
| 10Y | -56.3% | +241.7% | -298.0% | -81.3% |
| All | -37.2% | +585.3% | -622.5% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling