-17.1%
CTSH vs NCLH
-39.0%
+21.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.3% |
| 7D | -8.2% | -4.6% | -3.6% | -7.5% |
| 30D | +0.4% | -19.9% | +20.3% | +4.0% |
| 3M | +10.6% | -22.0% | +32.5% | +14.5% |
| 6M | -8.8% | -28.3% | +19.5% | -4.8% |
| YTD | -28.6% | -33.5% | +4.9% | -25.0% |
| 1Y | -15.9% | -41.5% | +25.5% | -10.1% |
| 3Y | -13.9% | -8.9% | -5.0% | -17.6% |
| 5Y | -17.1% | -40.5% | +23.4% | -20.2% |
| All | -17.1% | -39.0% | +21.9% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling