+24.5%
CORZ vs NCLH
-39.6%
+64.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.7% |
| 7D | +7.6% | -4.6% | +12.2% | +8.7% |
| 30D | -6.9% | -19.9% | +13.0% | -2.8% |
| 3M | -33.0% | -22.0% | -11.1% | -30.5% |
| 6M | +19.3% | -28.3% | +47.6% | +24.0% |
| YTD | +24.2% | -33.5% | +57.7% | +30.2% |
| 1Y | +24.5% | -41.5% | +66.0% | +29.3% |
| All | +24.5% | -39.6% | +64.1% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling