+444.5%
CORZ vs NCLH
-12.8%
+457.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.2% |
| 7D | +16.6% | -0.3% | +16.8% | +16.7% |
| 30D | -10.9% | -20.1% | +9.2% | -2.5% |
| 3M | -31.0% | -17.0% | -14.0% | -27.0% |
| 6M | +26.0% | -23.2% | +49.3% | +36.3% |
| YTD | +28.6% | -31.0% | +59.7% | +42.6% |
| 1Y | +34.5% | -37.3% | +71.7% | +54.0% |
| All | +444.5% | -12.8% | +457.3% | +356.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling