+332.7%
CAT vs NCLH
-39.0%
+371.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.9% |
| YTD | +43.2% | -33.5% | +76.7% | +52.5% |
| 1Y | +96.8% | -41.5% | +138.3% | +113.9% |
| 3Y | +201.4% | -8.9% | +210.3% | +191.0% |
| 5Y | +332.7% | -40.5% | +373.1% | +321.0% |
| All | +332.7% | -39.0% | +371.7% | +321.0% |
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