+68.5%
COST vs NCLH
-10.7%
+79.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.6% |
| 3M | -7.1% | -22.2% | +15.1% | -6.0% |
| 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% | -2.6% |
| 3Y | +68.5% | -11.0% | +79.5% | +61.8% |
| All | +68.5% | -10.7% | +79.2% | +61.8% |
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