-41.6%
NCLH vs COO
-6.9%
-34.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.2% | +2.7% | +0.3% |
| 7D | -4.6% | -9.0% | +4.3% | +0.9% |
| 30D | -19.9% | -16.8% | -3.1% | -10.6% |
| 3M | -22.0% | -7.5% | -14.5% | -18.5% |
| 6M | -28.3% | -16.3% | -12.0% | -19.4% |
| YTD | -33.5% | -22.5% | -10.9% | -22.3% |
| All | -41.6% | -6.9% | -34.7% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling