-46.7%
CMCSA vs NCLH
-42.0%
-4.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.6% |
| 7D | -5.6% | -6.5% | +1.0% | -4.6% |
| 30D | -1.9% | -22.1% | +20.2% | +1.7% |
| 3M | +6.4% | -18.7% | +25.1% | +9.5% |
| 6M | -16.9% | -28.4% | +11.5% | -13.6% |
| YTD | -6.8% | -34.7% | +27.9% | -2.4% |
| 1Y | -15.9% | -42.7% | +26.8% | -10.6% |
| 3Y | -33.4% | -10.6% | -22.8% | -36.1% |
| 5Y | -46.7% | -40.7% | -5.9% | -48.2% |
| All | -46.7% | -42.0% | -4.7% | -48.2% |
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