+3,265.8%
CVNA vs NCLH
-71.5%
+3,337.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.8% |
| 7D | +3.5% | -0.3% | +3.8% | +3.7% |
| 30D | +5.5% | -20.1% | +25.5% | +19.0% |
| 3M | +7.6% | -17.0% | +24.6% | +18.1% |
| 6M | +17.6% | -23.2% | +40.8% | +33.2% |
| YTD | -11.5% | -31.0% | +19.6% | +4.5% |
| 1Y | +0.4% | -37.3% | +37.6% | +22.4% |
| 3Y | +695.6% | -5.6% | +701.2% | +667.2% |
| 5Y | +13.6% | -37.0% | +50.6% | +36.0% |
| All | +3,265.8% | -71.5% | +3,337.2% | +3,752.1% |
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