+83.4%
CTSH vs NCLH
-28.4%
+111.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | -2.1% | +0.2% | -2.4% | -2.2% |
| 30D | +1.4% | +20.8% | -19.4% | -2.4% |
| 3M | +7.5% | -8.1% | +15.6% | +8.4% |
| 6M | +39.6% | +11.8% | +27.7% | +35.0% |
| YTD | -22.3% | -19.5% | -2.8% | -21.2% |
| 1Y | -12.0% | -3.2% | -8.7% | -13.7% |
| 3Y | +1.8% | +37.1% | -35.3% | -10.3% |
| 5Y | -15.8% | -29.9% | +14.1% | -21.2% |
| 10Y | +34.8% | -53.3% | +88.1% | +15.3% |
| All | +83.4% | -28.4% | +111.8% | +49.5% |
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