+393.6%
COHR vs NCLH
-40.4%
+434.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.5% |
| 7D | +8.3% | -4.8% | +13.2% | +10.2% |
| 30D | -14.1% | -21.7% | +7.5% | -6.5% |
| 3M | -16.0% | -22.2% | +6.2% | -9.3% |
| 6M | +21.5% | -27.5% | +49.0% | +33.3% |
| YTD | +65.4% | -33.6% | +99.1% | +83.2% |
| 1Y | +195.0% | -45.0% | +240.0% | +247.7% |
| 3Y | +830.2% | -11.0% | +841.2% | +777.8% |
| All | +393.6% | -40.4% | +434.0% | +391.4% |
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