+8.9%
CAT vs NCLH
-8.8%
+17.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.8% | -12.0% | -6.2% |
| 7D | -17.1% | +15.8% | -32.9% | -19.3% |
| 30D | -30.1% | +25.1% | -55.2% | -33.1% |
| 3M | -32.4% | -7.3% | -25.1% | -31.3% |
| 6M | -32.1% | +8.1% | -40.3% | -33.9% |
| YTD | +4.1% | -16.7% | +20.8% | +2.9% |
| 1Y | +8.9% | -1.0% | +9.9% | +5.6% |
| All | +8.9% | -8.8% | +17.7% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling