+6.5%
CAT vs NCLH
-4.2%
+10.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.3% |
| 7D | +9.3% | +1.7% | +7.6% | +9.0% |
| 30D | -21.5% | +17.9% | -39.4% | -24.1% |
| 3M | -29.1% | -4.5% | -24.5% | -28.5% |
| 6M | -33.4% | +12.9% | -46.2% | -35.8% |
| YTD | +6.6% | -19.1% | +25.6% | +5.7% |
| 1Y | +6.5% | -4.6% | +11.2% | +1.8% |
| All | +6.5% | -4.2% | +10.8% | +1.8% |
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 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