-40.5%
NCLH vs COO
-44.2%
+3.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.2% | +2.7% | +0.6% |
| 7D | -4.6% | -9.0% | +4.3% | +1.3% |
| 30D | -19.9% | -16.8% | -3.1% | -9.8% |
| 3M | -22.0% | -7.5% | -14.5% | -18.2% |
| 6M | -28.3% | -16.3% | -12.0% | -19.6% |
| YTD | -33.5% | -22.5% | -10.9% | -21.7% |
| 1Y | -41.5% | -7.0% | -34.5% | -39.2% |
| 3Y | -8.9% | -27.5% | +18.6% | +3.4% |
| 5Y | -40.5% | -43.3% | +2.9% | -15.9% |
| All | -40.5% | -44.2% | +3.7% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling