-4.6%
NCLH vs CASY
+31.5%
-36.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -4.0% |
| 7D | +1.7% | +2.5% | -0.8% | +1.7% |
| 30D | +17.9% | +10.2% | +7.7% | +17.7% |
| 3M | -4.5% | -15.7% | +11.2% | -5.0% |
| 6M | +12.9% | -18.4% | +31.3% | +18.2% |
| YTD | -19.1% | +28.3% | -47.4% | -34.4% |
| 1Y | -4.6% | +32.6% | -37.2% | -23.4% |
| All | -4.6% | +31.5% | -36.1% | -23.4% |
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