-27.1%
NCLH vs COO
+155.8%
-182.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.3% |
| 7D | +1.7% | -2.1% | +3.8% | +3.0% |
| 30D | +17.9% | +13.9% | +4.0% | +8.6% |
| 3M | -4.5% | -18.9% | +14.4% | +7.8% |
| 6M | +12.9% | +3.7% | +9.1% | +7.8% |
| YTD | -19.1% | -24.1% | +5.0% | -5.1% |
| 1Y | -4.6% | -14.2% | +9.6% | +3.2% |
| 3Y | +37.0% | -24.5% | +61.5% | +51.8% |
| 5Y | -29.5% | -40.4% | +10.9% | -7.9% |
| 10Y | -53.0% | +40.5% | -93.5% | -57.7% |
| All | -27.1% | +155.8% | -182.9% | -45.1% |
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