-37.2%
NCLH vs CASY
+1,467.9%
-1,505.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | -23.3% | -11.3% | -12.0% | -19.2% |
| 3M | -18.6% | -0.6% | -18.0% | -21.1% |
| 6M | -26.2% | +10.7% | -37.0% | -32.7% |
| YTD | -30.2% | +37.1% | -67.4% | -43.0% |
| 1Y | -39.2% | +52.3% | -91.5% | -53.2% |
| 3Y | -5.1% | +215.2% | -220.2% | -52.0% |
| 5Y | -36.8% | +276.5% | -313.3% | -71.2% |
| 10Y | -56.3% | +508.4% | -564.6% | -83.6% |
| All | -37.2% | +1,467.9% | -1,505.1% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling