+11.9%
COST vs NCLH
-8.8%
+20.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.8% | -4.1% | +2.7% |
| 7D | +6.6% | +15.8% | -9.2% | +6.8% |
| 30D | +13.5% | +25.1% | -11.6% | +13.9% |
| 3M | +10.6% | -7.3% | +17.9% | +9.9% |
| 6M | +3.6% | +8.1% | -4.5% | +4.3% |
| YTD | +22.1% | -16.7% | +38.7% | +22.0% |
| 1Y | +11.9% | -1.0% | +12.9% | +10.1% |
| All | +11.9% | -8.8% | +20.7% | +10.1% |
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 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