-37.0%
NCLH vs CAPR
+87.6%
-124.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.5% | -1.1% |
| 7D | -0.3% | -9.5% | +9.2% | 0.0% |
| 30D | -20.1% | +121.5% | -141.6% | -22.0% |
| 3M | -17.0% | -65.4% | +48.3% | -16.3% |
| 6M | -23.2% | -67.5% | +44.3% | -22.5% |
| YTD | -31.0% | -68.6% | +37.6% | -30.4% |
| 1Y | -37.3% | +42.7% | -79.9% | -42.6% |
| 3Y | -5.6% | +43.4% | -48.9% | -27.4% |
| 5Y | -37.0% | +86.0% | -123.0% | -60.6% |
| All | -37.0% | +87.6% | -124.6% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling