+1,064.9%
CAT vs NCLH
-38.0%
+1,102.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +1.7% | -6.5% | +8.2% | +3.1% |
| 30D | -6.6% | -23.3% | +16.7% | -1.5% |
| 3M | -13.3% | -18.6% | +5.3% | -10.1% |
| 6M | +11.6% | -26.2% | +37.9% | +17.5% |
| YTD | +42.9% | -30.2% | +73.2% | +50.9% |
| 1Y | +95.4% | -39.2% | +134.6% | +110.8% |
| 3Y | +196.6% | -5.1% | +201.6% | +182.6% |
| 5Y | +321.7% | -36.8% | +358.4% | +306.4% |
| 10Y | +1,140.8% | -56.3% | +1,197.1% | +1,055.0% |
| All | +1,064.9% | -38.0% | +1,102.9% | +939.1% |
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 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