+421.5%
CARR vs NCLH
+84.6%
+336.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | -3.8% | -4.8% | +1.0% | -2.9% |
| 30D | -8.9% | -21.7% | +12.8% | -4.7% |
| 3M | -17.3% | -22.2% | +4.9% | -13.8% |
| 6M | -1.4% | -27.5% | +26.1% | +3.7% |
| YTD | +10.0% | -33.6% | +43.6% | +16.7% |
| 1Y | -6.4% | -45.0% | +38.6% | +2.3% |
| 3Y | +1.5% | -11.0% | +12.6% | -1.3% |
| 5Y | +9.3% | -39.7% | +49.0% | +7.0% |
| All | +421.5% | +84.6% | +336.9% | +307.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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