-19.2%
NCLH vs CAI
-11.0%
-8.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.1% |
| 7D | -4.6% | -3.1% | -1.5% | -4.2% |
| 30D | -19.9% | +2.7% | -22.6% | -20.3% |
| 3M | -22.0% | +41.7% | -63.7% | -26.4% |
| 6M | -28.3% | +26.5% | -54.8% | -31.9% |
| YTD | -33.5% | -10.9% | -22.5% | -35.3% |
| 1Y | -41.5% | -29.2% | -12.2% | -42.4% |
| All | -19.2% | -11.0% | -8.2% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling