-37.9%
NCLH vs JCI
+570.7%
-608.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -2.0% |
| 7D | -0.3% | +5.1% | -5.4% | -4.5% |
| 30D | -20.1% | -3.8% | -16.2% | -17.6% |
| 3M | -17.0% | +1.9% | -18.9% | -19.8% |
| 6M | -23.2% | +11.2% | -34.4% | -31.7% |
| YTD | -31.0% | +22.9% | -54.0% | -44.3% |
| 1Y | -37.3% | +37.4% | -74.6% | -54.5% |
| 3Y | -5.6% | +167.8% | -173.4% | -63.3% |
| 5Y | -37.0% | +115.0% | -152.0% | -70.8% |
| 10Y | -55.3% | +325.3% | -380.6% | -89.2% |
| All | -37.9% | +570.7% | -608.6% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling