-32.1%
NCLH vs COMP
-51.7%
+19.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.9% |
| 7D | +1.2% | +2.2% | -1.0% | +0.3% |
| 30D | +22.6% | +16.3% | +6.3% | +17.0% |
| 3M | +0.6% | -19.1% | +19.8% | +6.1% |
| 6M | +13.5% | +17.1% | -3.6% | +7.3% |
| YTD | -15.7% | -2.9% | -12.7% | -17.9% |
| 1Y | 0.0% | +8.8% | -8.8% | -5.9% |
| 3Y | +42.8% | +423.5% | -380.7% | -21.0% |
| 5Y | -28.4% | -10.5% | -18.0% | -42.2% |
| All | -32.1% | -51.7% | +19.6% | -40.8% |
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