-52.6%
NCLH vs CVE
+136.1%
-188.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +2.0% | -16.1% | +18.1% | +9.2% |
| 30D | +19.1% | -10.4% | +29.5% | +23.4% |
| 3M | -7.5% | -2.4% | -5.1% | -8.3% |
| 6M | +1.0% | -4.4% | +5.4% | -1.4% |
| YTD | -19.7% | +64.9% | -84.7% | -40.6% |
| 1Y | -1.8% | +66.0% | -67.8% | -27.8% |
| 3Y | +36.7% | +57.7% | -21.0% | -1.4% |
| 5Y | -38.0% | +144.7% | -182.8% | -66.4% |
| All | -52.6% | +136.1% | -188.8% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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