+3.6%
NCLH vs CART
+40.2%
-36.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.7% |
| 7D | +0.2% | +1.3% | -1.1% | 0.0% |
| 30D | +20.8% | +19.2% | +1.6% | +16.9% |
| 3M | -8.1% | +17.6% | -25.7% | -11.0% |
| 6M | +11.8% | +47.4% | -35.5% | +4.0% |
| YTD | -19.5% | +30.9% | -50.4% | -24.0% |
| 1Y | -3.2% | +46.0% | -49.2% | -10.7% |
| 3Y | +37.1% | +130.3% | -93.2% | +15.9% |
| All | +3.6% | +40.2% | -36.6% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling