+942.5%
CRDO vs NCLH
-10.7%
+953.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | -4.5% | -4.8% | +0.3% | -2.7% |
| 30D | -39.2% | -21.7% | -17.6% | -33.5% |
| 3M | -38.5% | -22.2% | -16.2% | -33.9% |
| 6M | +40.6% | -27.5% | +68.1% | +54.1% |
| YTD | +13.2% | -33.6% | +46.8% | +26.1% |
| 1Y | +2.3% | -45.0% | +47.3% | +22.9% |
| 3Y | +942.5% | -11.0% | +953.6% | +848.0% |
| All | +942.5% | -10.7% | +953.2% | +848.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling