-58.7%
NCLH vs CTAS
+675.6%
-734.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.1% |
| 7D | -6.5% | -1.3% | -5.2% | -5.4% |
| 30D | -22.1% | -3.1% | -19.0% | -19.9% |
| 3M | -18.7% | +10.3% | -29.0% | -27.0% |
| 6M | -28.4% | +1.6% | -30.0% | -30.9% |
| YTD | -34.7% | +6.3% | -41.0% | -39.8% |
| 1Y | -42.7% | -0.5% | -42.2% | -43.8% |
| 3Y | -10.6% | +64.6% | -75.2% | -49.8% |
| 5Y | -40.7% | +106.0% | -146.8% | -73.8% |
| All | -58.7% | +675.6% | -734.3% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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