-37.2%
NCLH vs CAPR
-86.6%
+49.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -6.5% | -2.0% | -4.5% | -6.4% |
| 30D | -23.3% | +139.2% | -162.5% | -26.9% |
| 3M | -18.6% | -66.4% | +47.8% | -17.3% |
| 6M | -26.2% | -63.1% | +36.9% | -25.5% |
| YTD | -30.2% | -67.4% | +37.2% | -29.3% |
| 1Y | -39.2% | +58.2% | -97.4% | -48.7% |
| 3Y | -5.1% | +42.2% | -47.3% | -25.8% |
| 5Y | -36.8% | +87.3% | -124.0% | -52.8% |
| 10Y | -56.3% | -75.3% | +19.0% | -72.3% |
| All | -37.2% | -86.6% | +49.4% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling