-29.6%
NCLH vs CVE
+158.6%
-188.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.7% |
| 7D | +0.2% | +5.9% | -5.7% | -1.1% |
| 30D | +20.8% | -10.9% | +31.6% | +23.5% |
| 3M | -8.1% | -4.5% | -3.6% | -8.1% |
| 6M | +11.8% | -1.0% | +12.8% | +9.4% |
| YTD | -19.5% | +74.7% | -94.3% | -37.0% |
| 1Y | -3.2% | +65.8% | -69.1% | -22.9% |
| 3Y | +37.1% | +73.2% | -36.1% | +2.5% |
| All | -29.6% | +158.6% | -188.2% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling