-48.1%
NCLH vs CVE
+136.7%
-184.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | +2.7% | -10.1% | +12.8% | +7.0% |
| 30D | +18.4% | -12.1% | +30.5% | +23.7% |
| 3M | -4.3% | -1.9% | -2.4% | -5.3% |
| 6M | +7.9% | -1.8% | +9.7% | +4.1% |
| YTD | -17.4% | +65.8% | -83.2% | -39.1% |
| 1Y | -3.4% | +60.8% | -64.2% | -28.0% |
| 3Y | +44.4% | +70.1% | -25.7% | +0.6% |
| 5Y | -33.7% | +134.8% | -168.5% | -63.3% |
| 10Y | -48.1% | +130.1% | -178.2% | -84.6% |
| All | -48.1% | +136.7% | -184.8% | -84.6% |
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