-46.6%
COIN vs NCLH
-49.9%
+3.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | -5.1% | -4.8% | -0.3% | -2.5% |
| 30D | +17.6% | -21.7% | +39.3% | +33.7% |
| 3M | +9.2% | -22.2% | +31.5% | +22.8% |
| 6M | -11.8% | -27.5% | +15.8% | +1.0% |
| YTD | -22.5% | -33.6% | +11.1% | -10.5% |
| 1Y | -45.9% | -45.0% | -0.9% | -31.0% |
| 3Y | +117.4% | -11.0% | +128.4% | +92.1% |
| 5Y | -29.4% | -39.7% | +10.3% | -33.8% |
| All | -46.6% | -49.9% | +3.3% | -50.8% |
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