+107.7%
COST vs NCLH
-40.4%
+148.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | +0.1% |
| 7D | -1.2% | -4.8% | +3.6% | -0.8% |
| 30D | -4.7% | -21.7% | +17.0% | -2.7% |
| 3M | -7.1% | -22.2% | +15.1% | -5.3% |
| 6M | -8.5% | -27.5% | +19.0% | -6.5% |
| YTD | +5.4% | -33.6% | +39.0% | +8.2% |
| 1Y | -5.6% | -45.0% | +39.4% | -1.4% |
| 3Y | +68.5% | -11.0% | +79.5% | +61.5% |
| All | +107.7% | -40.4% | +148.1% | +97.8% |
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 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