+425.9%
CORZ vs NCLH
-15.9%
+441.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.0% |
| 7D | +7.6% | -4.6% | +12.2% | +9.7% |
| 30D | -6.9% | -19.9% | +13.0% | +1.6% |
| 3M | -33.0% | -22.0% | -11.1% | -27.2% |
| 6M | +19.3% | -28.3% | +47.6% | +32.8% |
| YTD | +24.2% | -33.5% | +57.7% | +39.8% |
| 1Y | +24.5% | -41.5% | +66.0% | +47.3% |
| All | +425.9% | -15.9% | +441.7% | +347.6% |
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