-1.0%
NCLH vs SCCO
+43.0%
-44.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.8% | +6.2% |
| 7D | +15.8% | -7.9% | +23.7% | +18.5% |
| 30D | +25.1% | -13.0% | +38.1% | +29.9% |
| 3M | -7.3% | -6.9% | -0.5% | -6.0% |
| 6M | +8.1% | +11.0% | -2.8% | +1.8% |
| YTD | -16.7% | +30.3% | -46.9% | -28.4% |
| 1Y | -1.0% | +45.0% | -46.0% | -18.2% |
| All | -1.0% | +43.0% | -44.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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