+12.9%
NCLH vs CAPR
-67.6%
+80.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -6.4% |
| 6M | +12.9% | -67.5% | +80.4% | +31.3% |
| All | +12.9% | -67.6% | +80.4% | +31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling