+43.1%
COF vs NCLH
-40.4%
+83.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | -5.1% | -4.8% | -0.3% | -3.7% |
| 30D | -6.0% | -21.7% | +15.6% | +1.3% |
| 3M | +14.8% | -22.2% | +37.1% | +23.5% |
| 6M | +15.3% | -27.5% | +42.9% | +25.6% |
| YTD | -13.0% | -33.6% | +20.6% | -3.8% |
| 1Y | -5.7% | -45.0% | +39.3% | +9.8% |
| 3Y | +118.1% | -11.0% | +129.2% | +106.3% |
| All | +43.1% | -40.4% | +83.5% | +40.5% |
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