-45.0%
NCLH vs COR
+9.0%
-54.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | -2.8% | -2.0% | -5.2% |
| 30D | -21.7% | +2.6% | -24.2% | -21.3% |
| 3M | -22.2% | +14.5% | -36.7% | -20.6% |
| 6M | -27.5% | -7.8% | -19.7% | -26.8% |
| YTD | -33.6% | -4.2% | -29.4% | -32.4% |
| 1Y | -45.0% | +7.0% | -52.0% | -45.6% |
| All | -45.0% | +9.0% | -54.0% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling