-40.1%
NCLH vs COPX
+198.9%
-239.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.5% | -4.0% |
| 7D | -4.6% | +6.0% | -10.6% | -7.8% |
| 30D | -19.9% | +6.4% | -26.4% | -23.1% |
| 3M | -22.0% | +19.3% | -41.2% | -30.9% |
| 6M | -28.3% | +16.2% | -44.5% | -36.3% |
| YTD | -33.5% | +33.2% | -66.6% | -46.6% |
| 1Y | -41.5% | +90.2% | -131.7% | -62.5% |
| 3Y | -8.9% | +175.7% | -184.6% | -55.4% |
| 5Y | -40.5% | +193.1% | -233.6% | -72.3% |
| 10Y | -57.0% | +619.4% | -676.4% | -87.9% |
| All | -40.1% | +198.9% | -239.0% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling