-27.6%
NCLH vs CASY
+1,378.1%
-1,405.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.9% |
| 7D | +0.2% | +3.6% | -3.3% | -1.3% |
| 30D | +20.8% | +9.1% | +11.7% | +16.1% |
| 3M | -8.1% | -16.5% | +8.4% | -1.4% |
| 6M | +11.8% | -19.7% | +31.5% | +18.9% |
| YTD | -19.5% | +29.3% | -48.8% | -33.1% |
| 1Y | -3.2% | +33.1% | -36.4% | -20.8% |
| 3Y | +37.1% | +158.5% | -121.4% | -23.5% |
| 5Y | -29.9% | +266.7% | -296.6% | -68.1% |
| 10Y | -53.3% | +553.5% | -606.7% | -82.7% |
| All | -27.6% | +1,378.1% | -1,405.6% | -77.2% |
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 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