-11.0%
NCLH vs CPAY
+49.1%
-60.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -4.8% | -2.0% | -2.9% | -3.7% |
| 30D | -21.7% | -0.4% | -21.3% | -21.5% |
| 3M | -22.2% | +16.4% | -38.6% | -29.5% |
| 6M | -27.5% | +23.5% | -51.1% | -37.3% |
| YTD | -33.6% | +35.7% | -69.3% | -47.4% |
| 1Y | -45.0% | +30.2% | -75.2% | -55.1% |
| 3Y | -11.0% | +49.7% | -60.8% | -36.7% |
| All | -11.0% | +49.1% | -60.1% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling