+6.1%
CMCSA vs NCLH
-56.9%
+63.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -4.9% | -4.8% | -0.1% | -4.2% |
| 30D | -1.1% | -21.7% | +20.6% | +2.4% |
| 3M | +6.6% | -22.2% | +28.8% | +10.2% |
| 6M | -15.5% | -27.5% | +12.1% | -12.3% |
| YTD | -6.7% | -33.6% | +26.9% | -2.6% |
| 1Y | -15.6% | -45.0% | +29.4% | -9.9% |
| 3Y | -33.7% | -11.0% | -22.6% | -36.0% |
| 5Y | -46.6% | -39.7% | -6.9% | -48.1% |
| All | +6.1% | -56.9% | +63.0% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling