+269.8%
CORZ vs NCLH
+4.4%
+265.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.8% | +5.3% | +7.0% |
| 7D | +1.7% | +2.7% | -1.0% | +0.3% |
| 30D | -17.5% | +18.4% | -35.8% | -23.4% |
| 3M | -39.5% | -4.3% | -35.2% | -38.9% |
| 6M | -44.5% | +7.9% | -52.4% | -48.0% |
| YTD | -12.6% | -17.4% | +4.8% | -10.7% |
| 1Y | -37.0% | -3.4% | -33.6% | -40.7% |
| All | +269.8% | +4.4% | +265.3% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling