-19.4%
NCLH vs CAI
-9.9%
-9.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -4.8% | -2.9% | -1.9% | -4.4% |
| 30D | -21.7% | +9.3% | -31.0% | -22.7% |
| 3M | -22.2% | +35.2% | -57.5% | -26.0% |
| 6M | -27.5% | +30.7% | -58.3% | -31.4% |
| YTD | -33.6% | -9.8% | -23.8% | -35.5% |
| 1Y | -45.0% | -28.9% | -16.1% | -45.9% |
| All | -19.4% | -9.9% | -9.6% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling