+216.1%
C vs NCLH
+44.8%
+171.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.4% | +6.3% | -6.6% | -1.9% |
| 30D | -5.2% | +18.9% | -24.0% | -9.5% |
| 3M | -9.1% | -0.2% | -8.9% | -9.5% |
| 6M | -1.6% | +8.4% | -10.0% | -5.1% |
| YTD | +6.9% | -17.1% | +24.0% | +9.0% |
| 1Y | +23.0% | -2.8% | +25.7% | +19.7% |
| 3Y | +216.1% | +40.4% | +175.7% | +162.6% |
| All | +216.1% | +44.8% | +171.3% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling