-37.2%
NCLH vs COR
+927.2%
-964.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.5% |
| 7D | -6.5% | +2.8% | -9.3% | -7.4% |
| 30D | -23.3% | +4.5% | -27.8% | -24.6% |
| 3M | -18.6% | +22.7% | -41.3% | -24.3% |
| 6M | -26.2% | -9.7% | -16.5% | -24.6% |
| YTD | -30.2% | -1.4% | -28.8% | -31.3% |
| 1Y | -39.2% | +13.9% | -53.1% | -43.6% |
| 3Y | -5.1% | +94.0% | -99.0% | -31.9% |
| 5Y | -36.8% | +184.0% | -220.8% | -61.8% |
| 10Y | -56.3% | +406.8% | -463.0% | -78.8% |
| All | -37.2% | +927.2% | -964.4% | -72.0% |
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 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