-57.0%
NCLH vs CASY
+468.0%
-525.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -14.2% | +10.7% | +3.6% |
| 7D | -4.6% | -16.5% | +11.9% | +3.8% |
| 30D | -19.9% | -26.4% | +6.4% | -7.4% |
| 3M | -22.0% | -17.3% | -4.7% | -18.1% |
| 6M | -28.3% | -5.2% | -23.1% | -31.0% |
| YTD | -33.5% | +14.1% | -47.5% | -42.8% |
| 1Y | -41.5% | +16.6% | -58.1% | -50.6% |
| 3Y | -8.9% | +163.7% | -172.6% | -56.3% |
| 5Y | -40.5% | +231.3% | -271.8% | -75.9% |
| 10Y | -57.0% | +462.9% | -519.8% | -86.0% |
| All | -57.0% | +468.0% | -525.0% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling