-73.2%
NCLH vs CTVA
+211.9%
-285.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.7% |
| 7D | -4.6% | -5.8% | +1.2% | -0.9% |
| 30D | -19.9% | +11.1% | -31.0% | -25.4% |
| 3M | -22.0% | +13.2% | -35.2% | -29.2% |
| 6M | -28.3% | +8.7% | -37.0% | -33.8% |
| YTD | -33.5% | +27.3% | -60.8% | -44.9% |
| 1Y | -41.5% | +18.0% | -59.5% | -49.4% |
| 3Y | -8.9% | +76.5% | -85.4% | -42.4% |
| 5Y | -40.5% | +105.1% | -145.6% | -67.7% |
| All | -73.2% | +211.9% | -285.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling