+193.3%
COP vs NCLH
-39.0%
+232.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.4% |
| 7D | -0.5% | -4.6% | +4.1% | -0.1% |
| 30D | +11.7% | -19.9% | +31.7% | +13.7% |
| 3M | +17.7% | -22.0% | +39.6% | +19.5% |
| 6M | +18.3% | -28.3% | +46.6% | +20.5% |
| YTD | +49.1% | -33.5% | +82.5% | +52.0% |
| 1Y | +53.3% | -41.5% | +94.8% | +58.5% |
| 3Y | +22.2% | -8.9% | +31.0% | +15.4% |
| 5Y | +193.3% | -40.5% | +233.8% | +191.7% |
| All | +193.3% | -39.0% | +232.3% | +191.7% |
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 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