-10.9%
NCLH vs COR
+85.9%
-96.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.6% |
| 7D | -4.6% | -3.9% | -0.7% | -5.3% |
| 30D | -19.9% | -0.3% | -19.6% | -19.9% |
| 3M | -22.0% | +15.9% | -37.8% | -19.5% |
| 6M | -28.3% | -10.3% | -18.0% | -29.1% |
| YTD | -33.5% | -3.7% | -29.8% | -32.9% |
| 1Y | -41.5% | +9.1% | -50.5% | -39.1% |
| All | -10.9% | +85.9% | -96.8% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling