+131.6%
C vs NCLH
-38.4%
+170.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | +3.2% | -0.3% | +3.4% | +3.2% |
| 30D | +1.3% | -20.1% | +21.3% | +6.7% |
| 3M | +3.1% | -17.0% | +20.2% | +7.0% |
| 6M | +29.6% | -23.2% | +52.9% | +36.1% |
| YTD | +19.0% | -31.0% | +50.0% | +27.0% |
| 1Y | +45.6% | -37.3% | +82.9% | +58.0% |
| 3Y | +269.3% | -5.6% | +274.9% | +250.6% |
| 5Y | +131.6% | -37.0% | +168.5% | +118.5% |
| All | +131.6% | -38.4% | +170.0% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling