-44.5%
NCLH vs COMP
-49.4%
+4.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -0.2% |
| 7D | -0.3% | +4.1% | -4.3% | -1.4% |
| 30D | -20.1% | -14.5% | -5.5% | -16.5% |
| 3M | -17.0% | +41.8% | -58.9% | -24.9% |
| 6M | -23.2% | +23.6% | -46.8% | -28.8% |
| YTD | -31.0% | +1.7% | -32.8% | -33.3% |
| 1Y | -37.3% | +12.6% | -49.8% | -42.0% |
| 3Y | -5.6% | +221.9% | -227.4% | -40.3% |
| 5Y | -37.0% | -28.1% | -8.8% | -46.3% |
| All | -44.5% | -49.4% | +4.9% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling