-42.7%
NCLH vs CASY
+15.3%
-58.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -6.5% | -17.2% | +10.7% | -6.6% |
| 30D | -22.1% | -24.4% | +2.3% | -22.3% |
| 3M | -18.7% | -31.4% | +12.7% | -18.8% |
| 6M | -28.4% | -8.9% | -19.5% | -34.0% |
| YTD | -34.7% | +13.8% | -48.5% | -44.1% |
| 1Y | -42.7% | +17.0% | -59.7% | -51.5% |
| All | -42.7% | +15.3% | -58.0% | -51.5% |
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