+60.7%
COP vs NCLH
-8.8%
+69.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.8% | -11.9% | -3.6% |
| 7D | -8.1% | +15.8% | -23.9% | -4.9% |
| 30D | +6.7% | +25.1% | -18.4% | +12.5% |
| 3M | +16.9% | -7.3% | +24.2% | +16.0% |
| 6M | +11.2% | +8.1% | +3.0% | +15.0% |
| YTD | +49.5% | -16.7% | +66.2% | +49.4% |
| 1Y | +60.7% | -1.0% | +61.7% | +56.7% |
| All | +60.7% | -8.8% | +69.5% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling