-27.7%
NCLH vs CVE
+9.3%
-37.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +2.0% | -16.1% | +18.1% | +8.3% |
| 30D | +19.1% | -10.4% | +29.5% | +23.0% |
| 3M | -7.5% | -2.4% | -5.1% | -8.1% |
| 6M | +1.0% | -4.4% | +5.4% | -1.1% |
| YTD | -19.7% | +64.9% | -84.7% | -38.3% |
| 1Y | -1.8% | +66.0% | -67.8% | -25.0% |
| 3Y | +36.7% | +57.7% | -21.0% | +2.9% |
| 5Y | -38.0% | +144.7% | -182.8% | -63.1% |
| 10Y | -51.6% | +139.2% | -190.8% | -81.1% |
| All | -27.7% | +9.3% | -37.0% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling