-56.3%
NCLH vs CASY
+550.0%
-606.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.5% |
| 7D | +1.7% | +2.5% | -0.8% | +0.5% |
| 30D | +17.9% | +10.2% | +7.7% | +12.1% |
| 3M | -4.5% | -15.7% | +11.2% | +2.8% |
| 6M | +12.9% | -18.4% | +31.3% | +19.6% |
| YTD | -19.1% | +28.3% | -47.4% | -34.7% |
| 1Y | -4.6% | +32.6% | -37.2% | -24.6% |
| 3Y | +37.0% | +159.5% | -122.5% | -32.1% |
| 5Y | -29.5% | +263.9% | -293.4% | -72.8% |
| All | -56.3% | +550.0% | -606.3% | -86.1% |
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