+163.9%
CVS vs NCLH
-40.8%
+204.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.4% |
| 7D | -1.9% | -4.6% | +2.7% | -1.4% |
| 30D | -0.3% | -19.9% | +19.6% | +1.9% |
| 3M | -1.1% | -22.0% | +20.8% | +1.1% |
| 6M | +23.7% | -28.3% | +52.0% | +27.0% |
| YTD | +23.0% | -33.5% | +56.5% | +26.7% |
| 1Y | +37.2% | -41.5% | +78.6% | +42.8% |
| 3Y | +62.4% | -8.9% | +71.3% | +57.4% |
| 5Y | +31.8% | -40.5% | +72.3% | +28.5% |
| 10Y | +41.9% | -57.0% | +98.9% | +33.6% |
| All | +163.9% | -40.8% | +204.7% | +141.6% |
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