-11.2%
CRM vs NCLH
-6.0%
-5.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.9% |
| 7D | -3.7% | -2.5% | -1.2% | -3.6% |
| 30D | -1.1% | +14.5% | -15.7% | -1.7% |
| 3M | +15.5% | -12.5% | +28.0% | +16.7% |
| 6M | +19.5% | +4.8% | +14.6% | +19.9% |
| YTD | -15.5% | -20.4% | +5.0% | -11.7% |
| 1Y | -11.2% | -4.6% | -6.7% | -12.1% |
| All | -11.2% | -6.0% | -5.2% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling