+37.9%
NCLH vs CART
+133.8%
-96.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -3.9% |
| 7D | +1.7% | +1.2% | +0.5% | +1.5% |
| 30D | +17.9% | +17.8% | +0.1% | +14.2% |
| 3M | -4.5% | +20.7% | -25.2% | -8.1% |
| 6M | +12.9% | +49.7% | -36.8% | +4.4% |
| YTD | -19.1% | +30.0% | -49.1% | -23.6% |
| 1Y | -4.6% | +48.4% | -53.0% | -12.5% |
| All | +37.9% | +133.8% | -96.0% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling