-51.3%
NCLH vs CVE
+132.7%
-184.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +6.3% | -10.0% | +16.2% | +10.6% |
| 30D | +18.9% | -11.9% | +30.7% | +24.1% |
| 3M | -0.2% | -5.9% | +5.7% | +0.7% |
| 6M | +8.4% | -1.6% | +9.9% | +4.4% |
| YTD | -17.1% | +66.3% | -83.3% | -38.9% |
| 1Y | -2.8% | +57.5% | -60.3% | -26.8% |
| 3Y | +40.4% | +65.4% | -25.0% | -1.0% |
| 5Y | -30.8% | +144.2% | -174.9% | -62.4% |
| 10Y | -51.3% | +135.5% | -186.8% | -85.4% |
| All | -51.3% | +132.7% | -184.0% | -85.4% |
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