+10.7%
CARR vs NCLH
-40.4%
+51.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.1% |
| 7D | -3.8% | -4.8% | +1.0% | -2.7% |
| 30D | -8.9% | -21.7% | +12.8% | -3.9% |
| 3M | -17.3% | -22.2% | +4.9% | -13.2% |
| 6M | -1.4% | -27.5% | +26.1% | +4.6% |
| YTD | +10.0% | -33.6% | +43.6% | +17.8% |
| 1Y | -6.4% | -45.0% | +38.6% | +3.9% |
| 3Y | +1.5% | -11.0% | +12.6% | -2.5% |
| All | +10.7% | -40.4% | +51.1% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling