-1.0%
NCLH vs CAH
+38.5%
-39.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +5.8% |
| 7D | +15.8% | +7.0% | +8.8% | +14.0% |
| 30D | +25.1% | +12.4% | +12.7% | +22.1% |
| 3M | -7.3% | +12.2% | -19.5% | -9.5% |
| 6M | +8.1% | +33.2% | -25.1% | +2.9% |
| YTD | -16.7% | +28.4% | -45.0% | -19.3% |
| 1Y | -1.0% | +35.0% | -36.1% | -6.8% |
| All | -1.0% | +38.5% | -39.5% | -6.8% |
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