+281.7%
CORZ vs NCLH
+4.9%
+276.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | -7.8% | +6.3% | -14.1% | -10.1% |
| 30D | -14.8% | +18.9% | -33.7% | -21.1% |
| 3M | -32.5% | -0.2% | -32.2% | -33.1% |
| 6M | -42.7% | +8.4% | -51.1% | -46.4% |
| YTD | -9.8% | -17.1% | +7.2% | -7.9% |
| 1Y | -31.9% | -2.8% | -29.2% | -36.1% |
| All | +281.7% | +4.9% | +276.8% | +194.8% |
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 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