+606.1%
COST vs NCLH
-56.9%
+663.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | +0.2% |
| 7D | -1.2% | -4.8% | +3.6% | -0.9% |
| 30D | -4.7% | -21.7% | +17.0% | -3.4% |
| 3M | -7.1% | -22.2% | +15.1% | -5.9% |
| 6M | -8.5% | -27.5% | +19.0% | -7.2% |
| YTD | +5.4% | -33.6% | +39.0% | +7.2% |
| 1Y | -5.6% | -45.0% | +39.4% | -3.1% |
| 3Y | +68.5% | -11.0% | +79.5% | +65.4% |
| 5Y | +105.2% | -39.7% | +145.0% | +101.0% |
| All | +606.1% | -56.9% | +663.0% | +615.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling