-37.2%
NCLH vs ENB
+126.7%
-163.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.5% |
| 7D | -6.5% | -0.2% | -6.3% | -6.4% |
| 30D | -23.3% | -2.2% | -21.1% | -22.2% |
| 3M | -18.6% | -10.5% | -8.1% | -12.4% |
| 6M | -26.2% | -5.1% | -21.2% | -24.6% |
| YTD | -30.2% | +9.0% | -39.2% | -36.8% |
| 1Y | -39.2% | +8.2% | -47.4% | -44.6% |
| 3Y | -5.1% | +67.8% | -72.8% | -40.6% |
| 5Y | -36.8% | +69.4% | -106.1% | -59.8% |
| 10Y | -56.3% | +117.5% | -173.8% | -76.1% |
| All | -37.2% | +126.7% | -163.9% | -65.7% |
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