-58.0%
NCLH vs CRS
+1,392.1%
-1,450.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.4% |
| 7D | -4.8% | -6.8% | +1.9% | -0.8% |
| 30D | -21.7% | -16.1% | -5.5% | -13.3% |
| 3M | -22.2% | -21.2% | -1.1% | -11.6% |
| 6M | -27.5% | +8.7% | -36.2% | -32.3% |
| YTD | -33.6% | +41.0% | -74.6% | -48.5% |
| 1Y | -45.0% | +82.7% | -127.7% | -64.8% |
| 3Y | -11.0% | +604.8% | -615.8% | -79.6% |
| 5Y | -39.7% | +1,384.7% | -1,424.4% | -92.5% |
| All | -58.0% | +1,392.1% | -1,450.0% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling