-39.2%
NCLH vs ZCMD
-99.9%
+60.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | -0.1% |
| 7D | -6.5% | -8.0% | +1.5% | -6.5% |
| 30D | -23.3% | -27.9% | +4.6% | -23.4% |
| 3M | -18.6% | -74.6% | +56.0% | -17.6% |
| 6M | -26.2% | -99.5% | +73.2% | -20.7% |
| YTD | -30.2% | -99.7% | +69.5% | -21.6% |
| 1Y | -39.2% | -99.9% | +60.7% | -29.2% |
| All | -39.2% | -99.9% | +60.7% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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