+1,036.2%
COST vs NCLH
-40.8%
+1,077.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.6% |
| 7D | -2.8% | -4.6% | +1.8% | -2.5% |
| 30D | -5.3% | -19.9% | +14.7% | -3.9% |
| 3M | -6.7% | -22.0% | +15.3% | -5.4% |
| 6M | -9.9% | -28.3% | +18.4% | -8.5% |
| YTD | +5.1% | -33.5% | +38.6% | +7.1% |
| 1Y | -7.3% | -41.5% | +34.2% | -5.0% |
| 3Y | +70.4% | -8.9% | +79.3% | +66.7% |
| 5Y | +104.4% | -40.5% | +144.9% | +100.2% |
| 10Y | +609.0% | -57.0% | +666.0% | +589.6% |
| All | +1,036.2% | -40.8% | +1,077.0% | +971.4% |
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