+7.1%
CRM vs NCLH
-38.5%
+45.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -2.0% |
| 7D | +1.3% | -6.5% | +7.7% | +1.7% |
| 30D | +34.3% | -23.3% | +57.6% | +36.9% |
| 3M | +37.7% | -18.6% | +56.3% | +39.9% |
| 6M | +34.9% | -26.2% | +61.2% | +38.4% |
| YTD | -1.6% | -30.2% | +28.6% | +2.4% |
| 1Y | +7.1% | -39.2% | +46.3% | +12.2% |
| All | +7.1% | -38.5% | +45.6% | +12.2% |
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