+492.9%
CRM vs NCLH
-41.0%
+533.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | -4.4% | -4.8% | +0.4% | -3.6% |
| 30D | +28.1% | -21.7% | +49.8% | +33.8% |
| 3M | +48.8% | -22.2% | +71.1% | +55.2% |
| 6M | +28.3% | -27.5% | +55.8% | +34.1% |
| YTD | -6.0% | -33.6% | +27.6% | -0.9% |
| 1Y | +1.4% | -45.0% | +46.4% | +10.3% |
| 3Y | +11.8% | -11.0% | +22.9% | +7.1% |
| 5Y | -2.0% | -39.7% | +37.7% | -4.7% |
| 10Y | +239.6% | -57.0% | +296.7% | +203.7% |
| All | +492.9% | -41.0% | +533.8% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling