-1.0%
NCLH vs CAPR
+47.4%
-48.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.3% | -1.5% | +6.7% |
| 7D | +15.8% | +43.2% | -27.4% | +15.4% |
| 30D | +25.1% | +14.7% | +10.4% | +24.9% |
| 3M | -7.3% | +113.9% | -121.2% | -8.2% |
| 6M | +8.1% | -73.4% | +81.5% | +8.6% |
| YTD | -16.7% | -69.1% | +52.4% | -16.5% |
| 1Y | -1.0% | +47.2% | -48.2% | -3.1% |
| All | -1.0% | +47.4% | -48.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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