-41.4%
NCLH vs COPX
+163.4%
-204.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -4.8% | -2.3% | -2.5% | -3.9% |
| 30D | -21.7% | +0.3% | -21.9% | -22.2% |
| 3M | -22.2% | +6.8% | -29.1% | -26.4% |
| 6M | -27.5% | +7.9% | -35.5% | -32.6% |
| YTD | -33.6% | +23.7% | -57.3% | -44.3% |
| 1Y | -45.0% | +71.5% | -116.5% | -62.6% |
| 3Y | -11.0% | +149.1% | -160.1% | -55.3% |
| All | -41.4% | +163.4% | -204.8% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling