+92.2%
CMCSA vs NCLH
-38.7%
+130.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +3.8% | -20.1% | +23.9% | +7.2% |
| 3M | +12.3% | -17.0% | +29.4% | +15.1% |
| 6M | -15.4% | -23.2% | +7.9% | -12.9% |
| YTD | -2.5% | -31.0% | +28.6% | +1.3% |
| 1Y | -13.4% | -37.3% | +23.9% | -9.2% |
| 3Y | -30.4% | -5.6% | -24.8% | -33.5% |
| 5Y | -45.0% | -37.0% | -8.0% | -47.0% |
| 10Y | +10.2% | -55.3% | +65.4% | +0.9% |
| All | +92.2% | -38.7% | +130.9% | +67.0% |
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