-41.4%
NCLH vs JCI
+111.7%
-153.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | 0.0% |
| 7D | -4.8% | +0.7% | -5.6% | -5.3% |
| 30D | -21.7% | -4.4% | -17.2% | -19.0% |
| 3M | -22.2% | +1.7% | -23.9% | -24.5% |
| 6M | -27.5% | +8.8% | -36.3% | -33.6% |
| YTD | -33.6% | +22.6% | -56.2% | -45.2% |
| 1Y | -45.0% | +36.2% | -81.2% | -58.7% |
| 3Y | -11.0% | +168.0% | -179.1% | -62.9% |
| All | -41.4% | +111.7% | -153.2% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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