-40.5%
NCLH vs ENB
+68.4%
-108.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.1% |
| 7D | -4.6% | -0.3% | -4.3% | -4.4% |
| 30D | -19.9% | -1.1% | -18.9% | -19.5% |
| 3M | -22.0% | -8.5% | -13.5% | -18.1% |
| 6M | -28.3% | -4.5% | -23.7% | -27.3% |
| YTD | -33.5% | +9.1% | -42.6% | -40.1% |
| 1Y | -41.5% | +8.0% | -49.4% | -46.9% |
| 3Y | -8.9% | +77.8% | -86.7% | -50.6% |
| 5Y | -40.5% | +69.4% | -109.8% | -64.8% |
| All | -40.5% | +68.4% | -108.9% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling