-41.4%
NCLH vs SCCO
+303.5%
-345.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.9% |
| 7D | -4.8% | -2.7% | -2.2% | -3.9% |
| 30D | -21.7% | -0.7% | -21.0% | -22.0% |
| 3M | -22.2% | +8.1% | -30.3% | -26.3% |
| 6M | -27.5% | +4.1% | -31.6% | -30.7% |
| YTD | -33.6% | +41.1% | -74.7% | -46.8% |
| 1Y | -45.0% | +95.6% | -140.5% | -62.9% |
| 3Y | -11.0% | +179.3% | -190.3% | -53.0% |
| All | -41.4% | +303.5% | -345.0% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling