+3,015.3%
CVNA vs NCLH
-72.5%
+3,087.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.5% |
| 7D | -7.3% | -4.8% | -2.5% | -4.7% |
| 30D | -4.6% | -21.7% | +17.1% | +9.0% |
| 3M | +2.0% | -22.2% | +24.2% | +16.3% |
| 6M | +11.7% | -27.5% | +39.3% | +30.7% |
| YTD | -18.1% | -33.6% | +15.5% | -1.2% |
| 1Y | -2.4% | -45.0% | +42.6% | +28.6% |
| 3Y | +580.6% | -11.0% | +591.6% | +577.4% |
| 5Y | +4.9% | -39.7% | +44.6% | +28.6% |
| All | +3,015.3% | -72.5% | +3,087.8% | +3,540.3% |
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