-26.2%
NCLH vs CASY
+11.6%
-37.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.2% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -23.3% | -11.3% | -12.0% | -24.4% |
| 3M | -18.6% | -0.6% | -18.0% | -19.0% |
| 6M | -26.2% | +10.7% | -37.0% | -39.1% |
| All | -26.2% | +11.6% | -37.9% | -39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling