+302.9%
C vs NCLH
-26.3%
+329.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -0.4% | +6.3% | -6.6% | -2.1% |
| 30D | -5.2% | +18.9% | -24.0% | -10.2% |
| 3M | -9.1% | -0.2% | -8.9% | -9.6% |
| 6M | -1.6% | +8.4% | -10.0% | -5.5% |
| YTD | +6.9% | -17.1% | +24.0% | +9.2% |
| 1Y | +23.0% | -2.8% | +25.7% | +19.5% |
| 3Y | +216.1% | +40.4% | +175.7% | +159.1% |
| 5Y | +112.2% | -30.8% | +143.0% | +94.6% |
| 10Y | +208.8% | -51.3% | +260.0% | +146.7% |
| All | +302.9% | -26.3% | +329.1% | +204.7% |
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