+1,298.9%
COHR vs NCLH
-56.9%
+1,355.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.7% |
| 7D | +8.3% | -4.8% | +13.2% | +9.8% |
| 30D | -14.1% | -21.7% | +7.5% | -8.4% |
| 3M | -16.0% | -22.2% | +6.2% | -10.9% |
| 6M | +21.5% | -27.5% | +49.0% | +30.6% |
| YTD | +65.4% | -33.6% | +99.1% | +79.4% |
| 1Y | +195.0% | -45.0% | +240.0% | +234.3% |
| 3Y | +830.2% | -11.0% | +841.2% | +808.5% |
| 5Y | +397.1% | -39.7% | +436.8% | +402.2% |
| All | +1,298.9% | -56.9% | +1,355.8% | +1,621.1% |
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