-29.5%
NCLH vs CAPR
+192.6%
-222.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.7% | +4.7% | -3.8% |
| 7D | +1.7% | +19.1% | -17.4% | +1.2% |
| 30D | +17.9% | +48.8% | -31.0% | +16.6% |
| 3M | -4.5% | +144.4% | -148.9% | -7.3% |
| 6M | +12.9% | -67.5% | +80.4% | +13.7% |
| YTD | -19.1% | -64.5% | +45.4% | -18.8% |
| 1Y | -4.6% | +74.4% | -79.1% | -13.2% |
| 3Y | +37.0% | +265.7% | -228.7% | -5.3% |
| 5Y | -29.5% | +196.0% | -225.5% | -59.3% |
| All | -29.5% | +192.6% | -222.1% | -59.3% |
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