+6.1%
CVNA vs NCLH
-40.4%
+46.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.9% |
| 7D | -7.3% | -4.8% | -2.5% | -3.7% |
| 30D | -4.6% | -21.7% | +17.1% | +15.1% |
| 3M | +2.0% | -22.2% | +24.2% | +22.1% |
| 6M | +11.7% | -27.5% | +39.3% | +37.7% |
| YTD | -18.1% | -33.6% | +15.5% | +4.6% |
| 1Y | -2.4% | -45.0% | +42.6% | +41.5% |
| 3Y | +580.6% | -11.0% | +591.6% | +485.6% |
| All | +6.1% | -40.4% | +46.5% | +3.5% |
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 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