-1.0%
NCLH vs COMP
+23.8%
-24.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.7% | -1.0% | +4.1% |
| 7D | +15.8% | +9.5% | +6.3% | +12.5% |
| 30D | +25.1% | +8.1% | +17.0% | +21.6% |
| 3M | -7.3% | -16.3% | +9.0% | -2.4% |
| 6M | +8.1% | +42.2% | -34.1% | -3.8% |
| YTD | -16.7% | -5.0% | -11.7% | -21.1% |
| 1Y | -1.0% | +20.1% | -21.1% | -8.0% |
| All | -1.0% | +23.8% | -24.8% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling