-28.3%
NCLH vs SCCO
+20.8%
-49.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | -4.6% | +2.4% | -7.1% | -5.6% |
| 30D | -19.9% | +6.4% | -26.4% | -22.1% |
| 3M | -22.0% | +21.6% | -43.5% | -29.5% |
| 6M | -28.3% | +13.4% | -41.7% | -34.4% |
| All | -28.3% | +20.8% | -49.1% | -34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling