-1.0%
NCLH vs CPAY
+59.0%
-60.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +5.8% |
| 7D | +15.8% | +5.7% | +10.1% | +13.8% |
| 30D | +25.1% | +4.2% | +20.9% | +23.5% |
| 3M | -7.3% | +5.6% | -12.9% | -8.8% |
| 6M | +8.1% | +34.7% | -26.5% | -0.4% |
| YTD | -16.7% | +39.1% | -55.8% | -23.0% |
| 1Y | -1.0% | +60.3% | -61.3% | -11.4% |
| All | -1.0% | +59.0% | -60.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling