-1.0%
NCLH vs CASY
+32.1%
-33.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +6.7% |
| 7D | +15.8% | +0.8% | +15.0% | +15.8% |
| 30D | +25.1% | +9.4% | +15.7% | +24.9% |
| 3M | -7.3% | -20.6% | +13.3% | -7.7% |
| 6M | +8.1% | -20.7% | +28.9% | +12.3% |
| YTD | -16.7% | +22.5% | -39.2% | -32.9% |
| 1Y | -1.0% | +29.5% | -30.5% | -24.2% |
| All | -1.0% | +32.1% | -33.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling