-11.3%
CTSH vs NCLH
-6.4%
-4.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.7% | -3.7% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | +4.5% | -20.1% | +24.6% | +8.0% |
| 3M | +13.7% | -17.0% | +30.8% | +16.4% |
| 6M | -8.4% | -23.2% | +14.8% | -5.6% |
| YTD | -26.5% | -31.0% | +4.5% | -23.3% |
| 1Y | -13.9% | -37.3% | +23.3% | -9.3% |
| 3Y | -11.3% | -5.6% | -5.8% | -16.0% |
| All | -11.3% | -6.4% | -4.9% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling