-5.6%
NCLH vs CASY
+209.8%
-215.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.6% |
| 7D | -0.3% | -4.4% | +4.1% | +0.6% |
| 30D | -20.1% | -12.0% | -8.0% | -18.2% |
| 3M | -17.0% | -2.3% | -14.7% | -18.3% |
| 6M | -23.2% | +10.5% | -33.8% | -28.1% |
| YTD | -31.0% | +33.0% | -64.1% | -39.4% |
| 1Y | -37.3% | +41.1% | -78.4% | -46.0% |
| 3Y | -5.6% | +207.5% | -213.1% | -34.2% |
| All | -5.6% | +209.8% | -215.4% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling