-37.2%
NCLH vs CTAS
+2,116.5%
-2,153.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -6.5% | -1.8% | -4.7% | -4.9% |
| 30D | -23.3% | -0.2% | -23.1% | -23.3% |
| 3M | -18.6% | +11.7% | -30.3% | -27.4% |
| 6M | -26.2% | +0.7% | -27.0% | -28.1% |
| YTD | -30.2% | +7.4% | -37.6% | -36.0% |
| 1Y | -39.2% | -2.1% | -37.1% | -39.3% |
| 3Y | -5.1% | +62.9% | -68.0% | -43.9% |
| 5Y | -36.8% | +111.9% | -148.6% | -71.1% |
| 10Y | -56.3% | +652.2% | -708.5% | -91.7% |
| All | -37.2% | +2,116.5% | -2,153.7% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling