+309.3%
C vs NCLH
-25.0%
+334.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | -0.4% | +1.2% | -1.6% | -0.7% |
| 30D | -5.3% | +22.6% | -27.9% | -11.1% |
| 3M | -8.0% | +0.6% | -8.7% | -8.8% |
| 6M | -0.3% | +13.5% | -13.8% | -5.5% |
| YTD | +8.6% | -15.7% | +24.3% | +10.4% |
| 1Y | +25.8% | 0.0% | +25.8% | +21.2% |
| 3Y | +221.2% | +42.8% | +178.4% | +162.0% |
| 5Y | +113.6% | -28.4% | +142.0% | +93.8% |
| 10Y | +218.3% | -51.0% | +269.3% | +153.9% |
| All | +309.3% | -25.0% | +334.3% | +208.1% |
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