+414.1%
CARR vs NCLH
+81.4%
+332.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.9% |
| 7D | -4.1% | -6.5% | +2.4% | -2.9% |
| 30D | -11.0% | -22.1% | +11.1% | -6.8% |
| 3M | -16.4% | -18.7% | +2.3% | -13.6% |
| 6M | -2.4% | -28.4% | +26.0% | +2.9% |
| YTD | +8.4% | -34.7% | +43.1% | +15.4% |
| 1Y | -8.0% | -42.7% | +34.7% | -0.2% |
| 3Y | +0.6% | -10.6% | +11.2% | -2.3% |
| 5Y | +7.7% | -40.7% | +48.5% | +5.9% |
| All | +414.1% | +81.4% | +332.6% | +302.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling