-73.2%
NCLH vs CTVA
+208.7%
-282.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | -4.8% | -4.5% | -0.3% | -2.0% |
| 30D | -21.7% | +11.3% | -33.0% | -27.1% |
| 3M | -22.2% | +12.3% | -34.6% | -29.2% |
| 6M | -27.5% | +7.2% | -34.7% | -32.4% |
| YTD | -33.6% | +26.0% | -59.6% | -44.7% |
| 1Y | -45.0% | +16.0% | -61.0% | -51.9% |
| 3Y | -11.0% | +73.9% | -85.0% | -43.2% |
| 5Y | -39.7% | +103.8% | -143.5% | -67.2% |
| All | -73.2% | +208.7% | -282.0% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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