-37.2%
NCLH vs COO
+186.2%
-223.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.8% |
| 7D | -6.5% | -2.2% | -4.3% | -5.1% |
| 30D | -23.3% | -7.0% | -16.3% | -19.7% |
| 3M | -18.6% | +12.2% | -30.8% | -25.0% |
| 6M | -26.2% | -15.1% | -11.1% | -18.2% |
| YTD | -30.2% | -15.1% | -15.1% | -22.8% |
| 1Y | -39.2% | +2.3% | -41.5% | -40.7% |
| 3Y | -5.1% | -23.7% | +18.6% | +6.0% |
| 5Y | -36.8% | -38.9% | +2.2% | -17.9% |
| 10Y | -56.3% | +49.9% | -106.2% | -62.2% |
| All | -37.2% | +186.2% | -223.4% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling