+738.6%
CAT vs NCLH
-26.3%
+764.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -6.3% | +6.3% | -12.6% | -7.5% |
| 30D | -26.8% | +18.9% | -45.7% | -29.7% |
| 3M | -30.0% | -0.2% | -29.8% | -30.5% |
| 6M | -34.6% | +8.4% | -43.0% | -36.5% |
| YTD | +2.9% | -17.1% | +20.0% | +4.3% |
| 1Y | +3.3% | -2.8% | +6.1% | +1.1% |
| 3Y | +153.7% | +40.4% | +113.2% | +123.2% |
| 5Y | +207.3% | -30.8% | +238.0% | +189.7% |
| 10Y | +674.0% | -51.3% | +725.3% | +602.4% |
| All | +738.6% | -26.3% | +764.9% | +618.0% |
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 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