-39.6%
NCLH vs CTAS
+108.7%
-148.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.3% |
| 7D | -4.6% | +1.0% | -5.6% | -5.4% |
| 30D | -19.9% | -1.1% | -18.9% | -19.4% |
| 3M | -22.0% | +11.5% | -33.5% | -29.0% |
| 6M | -28.3% | +0.2% | -28.5% | -28.9% |
| YTD | -33.5% | +7.2% | -40.6% | -37.8% |
| 1Y | -41.5% | 0.0% | -41.5% | -42.0% |
| 3Y | -8.9% | +65.9% | -74.8% | -46.9% |
| All | -39.6% | +108.7% | -148.3% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling