-37.0%
NCLH vs CASY
+274.3%
-311.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.2% |
| 7D | -0.3% | -4.4% | +4.1% | +1.2% |
| 30D | -20.1% | -12.0% | -8.0% | -16.7% |
| 3M | -17.0% | -2.3% | -14.7% | -18.8% |
| 6M | -23.2% | +10.5% | -33.8% | -29.7% |
| YTD | -31.0% | +33.0% | -64.1% | -42.2% |
| 1Y | -37.3% | +41.1% | -78.4% | -49.1% |
| 3Y | -5.6% | +207.5% | -213.1% | -51.7% |
| 5Y | -37.0% | +290.7% | -327.7% | -73.4% |
| All | -37.0% | +274.3% | -311.3% | -73.4% |
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 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