+337.5%
COP vs NCLH
-57.7%
+395.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | +1.0% | -6.5% | +7.5% | +2.4% |
| 30D | +9.6% | -22.1% | +31.6% | +15.2% |
| 3M | +15.0% | -18.7% | +33.7% | +18.6% |
| 6M | +21.8% | -28.4% | +50.2% | +27.0% |
| YTD | +49.6% | -34.7% | +84.3% | +57.1% |
| 1Y | +49.9% | -42.7% | +92.6% | +61.2% |
| 3Y | +22.6% | -10.6% | +33.2% | +10.3% |
| 5Y | +193.6% | -40.7% | +234.4% | +167.7% |
| All | +337.5% | -57.7% | +395.2% | +295.0% |
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