-58.7%
NCLH vs COO
+17.5%
-76.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.7% | +12.8% | +8.3% |
| 7D | -6.5% | -23.3% | +16.8% | +11.1% |
| 30D | -22.1% | -29.5% | +7.4% | -1.8% |
| 3M | -18.7% | -20.0% | +1.3% | -6.6% |
| 6M | -28.4% | -27.2% | -1.2% | -12.0% |
| YTD | -34.7% | -33.9% | -0.8% | -14.3% |
| 1Y | -42.7% | -19.9% | -22.8% | -34.8% |
| 3Y | -10.6% | -38.1% | +27.5% | +14.1% |
| 5Y | -40.7% | -52.0% | +11.2% | -7.5% |
| All | -58.7% | +17.5% | -76.2% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling