+6.3%
NCLH vs CART
+39.2%
-32.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.3% | +2.7% |
| 7D | +2.7% | +1.5% | +1.2% | +2.5% |
| 30D | +18.4% | +22.4% | -4.0% | +14.0% |
| 3M | -4.3% | +16.5% | -20.8% | -7.1% |
| 6M | +7.9% | +44.9% | -37.0% | +0.6% |
| YTD | -17.4% | +30.0% | -47.4% | -21.9% |
| 1Y | -3.4% | +59.1% | -62.4% | -12.3% |
| 3Y | +44.4% | +138.8% | -94.4% | +21.7% |
| All | +6.3% | +39.2% | -32.9% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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