-10.9%
NCLH vs ENB
+76.5%
-87.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.4% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | -19.9% | -1.1% | -18.9% | -19.9% |
| 3M | -22.0% | -8.5% | -13.5% | -21.3% |
| 6M | -28.3% | -4.5% | -23.7% | -28.4% |
| YTD | -33.5% | +9.1% | -42.6% | -36.8% |
| 1Y | -41.5% | +8.0% | -49.4% | -44.1% |
| All | -10.9% | +76.5% | -87.3% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling