+22.2%
CTSH vs NCLH
-56.9%
+79.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.6% |
| 7D | -3.7% | -4.8% | +1.1% | -2.9% |
| 30D | +3.7% | -21.7% | +25.4% | +8.0% |
| 3M | +17.9% | -22.2% | +40.2% | +22.5% |
| 6M | -2.6% | -27.5% | +24.9% | +1.6% |
| YTD | -26.4% | -33.6% | +7.2% | -22.5% |
| 1Y | -13.0% | -45.0% | +32.0% | -5.8% |
| 3Y | -11.2% | -11.0% | -0.2% | -14.9% |
| 5Y | -14.3% | -39.7% | +25.4% | -17.1% |
| All | +22.2% | -56.9% | +79.1% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling