-39.2%
NCLH vs CAH
+65.8%
-105.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | -6.5% | +5.4% | -11.9% | -7.0% |
| 30D | -23.3% | +3.3% | -26.6% | -23.6% |
| 3M | -18.6% | +22.8% | -41.4% | -20.0% |
| 6M | -26.2% | +11.3% | -37.5% | -27.1% |
| YTD | -30.2% | +21.1% | -51.4% | -31.0% |
| 1Y | -39.2% | +67.2% | -106.4% | -43.3% |
| All | -39.2% | +65.8% | -105.0% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling