-58.0%
NCLH vs CAPR
-78.4%
+20.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | -4.8% | -11.0% | +6.1% | -4.3% |
| 30D | -21.7% | +99.8% | -121.4% | -25.2% |
| 3M | -22.2% | -66.6% | +44.3% | -20.8% |
| 6M | -27.5% | -75.1% | +47.5% | -25.2% |
| YTD | -33.6% | -71.0% | +37.4% | -32.1% |
| 1Y | -45.0% | +30.0% | -75.0% | -54.5% |
| 3Y | -11.0% | +29.0% | -40.0% | -34.2% |
| 5Y | -39.7% | +70.8% | -110.5% | -58.2% |
| All | -58.0% | -78.4% | +20.5% | -76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling