+420.1%
CORZ vs NCLH
-11.8%
+431.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +8.4% | -6.5% | +14.8% | +11.3% |
| 30D | -17.8% | -23.3% | +5.5% | -8.6% |
| 3M | -35.9% | -18.6% | -17.3% | -31.5% |
| 6M | +12.9% | -26.2% | +39.2% | +24.5% |
| YTD | +22.9% | -30.2% | +53.1% | +35.6% |
| 1Y | +31.4% | -39.2% | +70.5% | +53.0% |
| All | +420.1% | -11.8% | +431.8% | +334.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling