+207.2%
C vs NCLH
-53.1%
+260.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +1.1% |
| 7D | +4.7% | +1.7% | +3.0% | +4.2% |
| 30D | +0.2% | +17.9% | -17.7% | -4.9% |
| 3M | -9.3% | -4.5% | -4.8% | -8.7% |
| 6M | -0.8% | +12.9% | -13.7% | -5.9% |
| YTD | +8.5% | -19.1% | +27.6% | +11.6% |
| 1Y | +23.1% | -4.6% | +27.7% | +20.2% |
| 3Y | +220.8% | +37.0% | +183.8% | +164.6% |
| 5Y | +112.4% | -29.5% | +141.9% | +93.7% |
| All | +207.2% | -53.1% | +260.3% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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