-58.0%
NCLH vs COR
+406.5%
-464.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | -2.8% | -2.0% | -4.0% |
| 30D | -21.7% | +2.6% | -24.2% | -22.3% |
| 3M | -22.2% | +14.5% | -36.7% | -25.7% |
| 6M | -27.5% | -7.8% | -19.7% | -26.5% |
| YTD | -33.6% | -4.2% | -29.4% | -33.9% |
| 1Y | -45.0% | +7.0% | -52.0% | -47.6% |
| 3Y | -11.0% | +85.5% | -96.6% | -34.2% |
| 5Y | -39.7% | +181.2% | -220.9% | -62.8% |
| All | -58.0% | +406.5% | -464.4% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling