-9.8%
CPRT vs NCLH
-39.0%
+29.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.2% |
| 7D | -0.4% | -4.6% | +4.2% | +0.4% |
| 30D | +8.2% | -19.9% | +28.2% | +12.1% |
| 3M | +2.3% | -22.0% | +24.3% | +6.0% |
| 6M | -14.7% | -28.3% | +13.5% | -11.0% |
| YTD | -18.2% | -33.5% | +15.3% | -14.2% |
| 1Y | -33.4% | -41.5% | +8.1% | -28.9% |
| 3Y | -28.3% | -8.9% | -19.4% | -33.0% |
| 5Y | -9.8% | -40.5% | +30.6% | -16.9% |
| All | -9.8% | -39.0% | +29.2% | -16.9% |
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 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