+351.3%
C vs NCLH
-38.0%
+389.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.6% | -6.5% | +10.1% | +5.6% |
| 30D | +0.1% | -23.3% | +23.4% | +8.0% |
| 3M | +2.4% | -18.6% | +21.0% | +7.8% |
| 6M | +24.9% | -26.2% | +51.2% | +34.3% |
| YTD | +19.8% | -30.2% | +50.0% | +29.4% |
| 1Y | +44.9% | -39.2% | +84.0% | +61.5% |
| 3Y | +263.0% | -5.1% | +268.0% | +234.2% |
| 5Y | +129.5% | -36.8% | +166.3% | +115.7% |
| 10Y | +291.6% | -56.3% | +347.9% | +222.4% |
| All | +351.3% | -38.0% | +389.3% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling