-1.0%
NCLH vs ENB
+9.4%
-10.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.6% |
| 7D | +15.8% | +0.5% | +15.3% | +16.0% |
| 30D | +25.1% | +6.0% | +19.1% | +28.8% |
| 3M | -7.3% | -7.4% | +0.1% | -11.4% |
| 6M | +8.1% | -8.5% | +16.6% | +3.2% |
| YTD | -16.7% | +6.1% | -22.8% | -15.0% |
| 1Y | -1.0% | +9.4% | -10.4% | -1.0% |
| All | -1.0% | +9.4% | -10.4% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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