-7.6%
NCLH vs COO
-23.0%
+15.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | +0.1% |
| 7D | -0.3% | -2.3% | +2.0% | +0.8% |
| 30D | -20.1% | -8.8% | -11.2% | -16.6% |
| 3M | -17.0% | +1.3% | -18.4% | -17.6% |
| 6M | -23.2% | -11.6% | -11.7% | -18.9% |
| YTD | -31.0% | -17.4% | -13.6% | -25.1% |
| 1Y | -37.3% | -1.6% | -35.7% | -36.7% |
| All | -7.6% | -23.0% | +15.4% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling