+11.8%
NCLH vs COO
+5.4%
+6.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +0.2% | +0.5% | -0.2% | +0.1% |
| 30D | +20.8% | +14.2% | +6.6% | +16.2% |
| 3M | -8.1% | -18.2% | +10.1% | -1.4% |
| 6M | +11.8% | +5.3% | +6.5% | +17.8% |
| All | +11.8% | +5.4% | +6.5% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling