+1,333.1%
CRWD vs NCLH
-72.2%
+1,405.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | -0.4% |
| 7D | +2.2% | -4.6% | +6.8% | +3.0% |
| 30D | -7.7% | -19.9% | +12.2% | -4.0% |
| 3M | +28.9% | -22.0% | +50.8% | +34.1% |
| 6M | +91.5% | -28.3% | +119.8% | +100.4% |
| YTD | +77.3% | -33.5% | +110.8% | +86.4% |
| 1Y | +96.3% | -41.5% | +137.7% | +110.1% |
| 3Y | +394.5% | -8.9% | +403.4% | +372.8% |
| 5Y | +213.5% | -40.5% | +253.9% | +204.0% |
| All | +1,333.1% | -72.2% | +1,405.3% | +1,625.9% |
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 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