-29.5%
NCLH vs CASY
+261.5%
-291.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | +1.7% | +2.5% | -0.8% | +0.9% |
| 30D | +17.9% | +10.2% | +7.7% | +14.2% |
| 3M | -4.5% | -15.7% | +11.2% | +0.3% |
| 6M | +12.9% | -18.4% | +31.3% | +18.4% |
| YTD | -19.1% | +28.3% | -47.4% | -31.6% |
| 1Y | -4.6% | +32.6% | -37.2% | -20.7% |
| 3Y | +37.0% | +159.5% | -122.5% | -22.4% |
| 5Y | -29.5% | +263.9% | -293.4% | -69.5% |
| All | -29.5% | +261.5% | -291.1% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling