-39.2%
NCLH vs COPX
+84.7%
-123.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -6.5% | -4.0% | -2.5% | -5.2% |
| 30D | -23.3% | +4.5% | -27.8% | -24.6% |
| 3M | -18.6% | +0.8% | -19.4% | -19.2% |
| 6M | -26.2% | +3.2% | -29.4% | -29.8% |
| YTD | -30.2% | +26.7% | -57.0% | -38.1% |
| 1Y | -39.2% | +85.7% | -124.8% | -50.1% |
| All | -39.2% | +84.7% | -123.8% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling