+612.2%
FCX vs NCLH
-56.9%
+669.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -2.3% | -4.8% | +2.5% | -0.7% |
| 30D | +2.7% | -21.7% | +24.3% | +10.8% |
| 3M | +7.4% | -22.2% | +29.6% | +15.1% |
| 6M | +16.0% | -27.5% | +43.6% | +26.7% |
| YTD | +40.9% | -33.6% | +74.5% | +55.7% |
| 1Y | +56.4% | -45.0% | +101.4% | +82.5% |
| 3Y | +84.2% | -11.0% | +95.3% | +71.8% |
| 5Y | +114.6% | -39.7% | +154.4% | +106.1% |
| All | +612.2% | -56.9% | +669.1% | +596.9% |
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