-40.1%
NCLH vs CAH
+668.4%
-708.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -4.6% | -2.2% | -2.4% | -3.6% |
| 30D | -19.9% | +1.2% | -21.1% | -20.5% |
| 3M | -22.0% | +13.1% | -35.1% | -26.5% |
| 6M | -28.3% | +8.5% | -36.8% | -31.4% |
| YTD | -33.5% | +17.6% | -51.1% | -39.3% |
| 1Y | -41.5% | +60.7% | -102.1% | -54.7% |
| 3Y | -8.9% | +183.2% | -192.1% | -49.4% |
| 5Y | -40.5% | +402.2% | -442.6% | -76.2% |
| 10Y | -57.0% | +302.3% | -359.3% | -82.3% |
| All | -40.1% | +668.4% | -708.5% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling