-27.6%
NCLH vs ENB
+118.8%
-146.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +0.2% | +3.1% | -2.9% | -2.0% |
| 30D | +20.8% | +2.1% | +18.7% | +18.8% |
| 3M | -8.1% | -4.4% | -3.7% | -5.4% |
| 6M | +11.8% | -10.1% | +21.9% | +19.2% |
| YTD | -19.5% | +5.2% | -24.7% | -25.3% |
| 1Y | -3.2% | +4.2% | -7.5% | -9.7% |
| 3Y | +37.1% | +70.1% | -33.0% | -15.0% |
| 5Y | -29.9% | +59.4% | -89.3% | -53.6% |
| 10Y | -53.3% | +109.5% | -162.8% | -73.8% |
| All | -27.6% | +118.8% | -146.4% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling