+1,157.1%
CAT vs NCLH
-56.8%
+1,213.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.1% |
| 7D | +2.9% | -4.6% | +7.6% | +3.9% |
| 30D | -2.6% | -19.9% | +17.3% | +1.8% |
| 3M | -10.7% | -22.0% | +11.3% | -6.6% |
| 6M | +16.1% | -28.3% | +44.4% | +23.0% |
| YTD | +43.2% | -33.5% | +76.7% | +52.7% |
| 1Y | +96.8% | -41.5% | +138.3% | +114.2% |
| 3Y | +201.4% | -8.9% | +210.3% | +189.4% |
| 5Y | +332.7% | -40.5% | +373.1% | +322.0% |
| 10Y | +1,157.1% | -57.0% | +1,214.1% | +1,265.1% |
| All | +1,157.1% | -56.8% | +1,213.9% | +1,265.1% |
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