+80.4%
CTSH vs NCLH
-38.0%
+118.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | -6.5% | +3.8% | -1.5% |
| 30D | +12.4% | -23.3% | +35.7% | +17.7% |
| 3M | +17.4% | -18.6% | +36.0% | +21.1% |
| 6M | -3.1% | -26.2% | +23.2% | +1.1% |
| YTD | -23.6% | -30.2% | +6.7% | -20.0% |
| 1Y | -10.8% | -39.2% | +28.3% | -4.8% |
| 3Y | -8.3% | -5.1% | -3.2% | -13.5% |
| 5Y | -11.3% | -36.8% | +25.4% | -15.3% |
| 10Y | +22.6% | -56.3% | +78.9% | +5.5% |
| All | +80.4% | -38.0% | +118.4% | +51.7% |
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