+34.2%
CVS vs NCLH
-42.0%
+76.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | -2.0% | -6.5% | +4.6% | -1.4% |
| 30D | +1.9% | -22.1% | +24.0% | +4.1% |
| 3M | -2.2% | -18.7% | +16.5% | -0.6% |
| 6M | +26.7% | -28.4% | +55.1% | +29.7% |
| YTD | +22.9% | -34.7% | +57.6% | +26.3% |
| 1Y | +32.9% | -42.7% | +75.6% | +37.9% |
| 3Y | +62.3% | -10.6% | +72.9% | +58.0% |
| 5Y | +34.2% | -40.7% | +75.0% | +30.8% |
| All | +34.2% | -42.0% | +76.3% | +30.8% |
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