-10.9%
NCLH vs CTAS
+66.0%
-76.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -4.6% | +1.0% | -5.6% | -5.2% |
| 30D | -19.9% | -1.1% | -18.9% | -19.5% |
| 3M | -22.0% | +11.5% | -33.5% | -26.9% |
| 6M | -28.3% | +0.2% | -28.5% | -28.2% |
| YTD | -33.5% | +7.2% | -40.6% | -36.2% |
| 1Y | -41.5% | 0.0% | -41.5% | -41.4% |
| All | -10.9% | +66.0% | -76.9% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling