-41.4%
NCLH vs CRS
+1,363.4%
-1,404.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.2% |
| 7D | -4.8% | -6.8% | +1.9% | -2.0% |
| 30D | -21.7% | -16.1% | -5.5% | -15.7% |
| 3M | -22.2% | -21.2% | -1.1% | -14.7% |
| 6M | -27.5% | +8.7% | -36.2% | -30.7% |
| YTD | -33.6% | +41.0% | -74.6% | -44.1% |
| 1Y | -45.0% | +82.7% | -127.7% | -59.5% |
| 3Y | -11.0% | +604.8% | -615.8% | -69.3% |
| All | -41.4% | +1,363.4% | -1,404.8% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling