+387.6%
CPRT vs NCLH
-57.7%
+445.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.7% |
| 7D | -8.4% | -6.5% | -1.9% | -7.4% |
| 30D | +4.6% | -22.1% | +26.7% | +8.8% |
| 3M | -1.9% | -18.7% | +16.7% | +1.0% |
| 6M | -15.3% | -28.4% | +13.1% | -11.6% |
| YTD | -21.5% | -34.7% | +13.3% | -17.4% |
| 1Y | -36.6% | -42.7% | +6.1% | -32.2% |
| 3Y | -31.2% | -10.6% | -20.6% | -34.6% |
| 5Y | -14.1% | -40.7% | +26.6% | -17.3% |
| All | +387.6% | -57.7% | +445.3% | +340.9% |
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