+257.9%
COP vs NCLH
-38.0%
+295.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +3.0% | -6.5% | +9.5% | +4.4% |
| 30D | +17.5% | -23.3% | +40.8% | +23.8% |
| 3M | +13.4% | -18.6% | +32.0% | +16.8% |
| 6M | +17.7% | -26.2% | +44.0% | +22.0% |
| YTD | +46.6% | -30.2% | +76.8% | +51.7% |
| 1Y | +44.6% | -39.2% | +83.8% | +53.4% |
| 3Y | +20.7% | -5.1% | +25.8% | +7.9% |
| 5Y | +185.0% | -36.8% | +221.8% | +157.5% |
| 10Y | +347.0% | -56.3% | +403.3% | +248.1% |
| All | +257.9% | -38.0% | +295.9% | +163.3% |
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