-40.1%
NCLH vs CRS
+1,010.5%
-1,050.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | -19.9% | -18.1% | -1.8% | -11.3% |
| 3M | -22.0% | -12.4% | -9.5% | -17.1% |
| 6M | -28.3% | +15.9% | -44.2% | -34.7% |
| YTD | -33.5% | +45.8% | -79.3% | -47.7% |
| 1Y | -41.5% | +87.8% | -129.2% | -61.0% |
| 3Y | -8.9% | +648.7% | -657.6% | -75.3% |
| 5Y | -40.5% | +1,416.6% | -1,457.1% | -90.0% |
| 10Y | -57.0% | +1,412.7% | -1,469.6% | -93.4% |
| All | -40.1% | +1,010.5% | -1,050.6% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling