-45.0%
NCLH vs CTAS
+1.1%
-46.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.0% |
| 7D | -4.8% | +0.5% | -5.3% | -5.0% |
| 30D | -21.7% | -0.7% | -20.9% | -21.4% |
| 3M | -22.2% | +11.1% | -33.3% | -24.8% |
| 6M | -27.5% | +2.1% | -29.7% | -25.6% |
| YTD | -33.6% | +8.0% | -41.6% | -34.3% |
| 1Y | -45.0% | -0.5% | -44.5% | -43.7% |
| All | -45.0% | +1.1% | -46.0% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling