-27.6%
NCLH vs COR
+1,016.5%
-1,044.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -1.5% |
| 7D | +0.2% | +7.8% | -7.6% | -2.3% |
| 30D | +20.8% | +7.0% | +13.8% | +18.3% |
| 3M | -8.1% | +16.3% | -24.4% | -12.6% |
| 6M | +11.8% | +41.3% | -29.5% | -0.9% |
| YTD | -19.5% | +7.1% | -26.7% | -22.9% |
| 1Y | -3.2% | -0.8% | -2.4% | -4.7% |
| 3Y | +37.1% | +85.0% | -47.9% | +1.7% |
| 5Y | -29.9% | +203.9% | -233.8% | -58.5% |
| 10Y | -53.3% | +510.3% | -563.5% | -79.0% |
| All | -27.6% | +1,016.5% | -1,044.1% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling