-11.0%
NCLH vs SCCO
+177.0%
-188.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | -4.8% | -2.7% | -2.2% | -4.0% |
| 30D | -21.7% | -0.7% | -21.0% | -21.9% |
| 3M | -22.2% | +8.1% | -30.3% | -25.8% |
| 6M | -27.5% | +4.1% | -31.6% | -30.5% |
| YTD | -33.6% | +41.1% | -74.7% | -45.8% |
| 1Y | -45.0% | +95.6% | -140.5% | -61.9% |
| 3Y | -11.0% | +179.3% | -190.3% | -51.8% |
| All | -11.0% | +177.0% | -188.1% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling