-35.4%
NCLH vs COMP
-52.0%
+16.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.7% | -9.8% | -2.1% |
| 7D | +2.0% | +13.4% | -11.5% | -1.7% |
| 30D | +19.1% | +11.1% | +8.0% | +15.2% |
| 3M | -7.5% | -18.8% | +11.4% | -2.5% |
| 6M | +1.0% | +10.5% | -9.5% | -2.9% |
| YTD | -19.7% | -3.4% | -16.3% | -21.6% |
| 1Y | -1.8% | +19.7% | -21.4% | -10.0% |
| 3Y | +36.7% | +381.6% | -344.9% | -22.5% |
| 5Y | -38.0% | -17.6% | -20.4% | -49.0% |
| All | -35.4% | -52.0% | +16.6% | -43.5% |
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