-40.1%
NCLH vs CPAY
+600.2%
-640.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.3% |
| 7D | -4.6% | -2.5% | -2.1% | -2.8% |
| 30D | -19.9% | +1.3% | -21.2% | -20.7% |
| 3M | -22.0% | +13.5% | -35.4% | -29.5% |
| 6M | -28.3% | +24.7% | -53.0% | -40.8% |
| YTD | -33.5% | +34.9% | -68.4% | -49.6% |
| 1Y | -41.5% | +29.7% | -71.2% | -54.7% |
| 3Y | -8.9% | +49.4% | -58.3% | -37.5% |
| 5Y | -40.5% | +53.5% | -93.9% | -59.7% |
| 10Y | -57.0% | +152.5% | -209.4% | -74.7% |
| All | -40.1% | +600.2% | -640.3% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling