-41.4%
NCLH vs ZCMD
-100.0%
+58.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.8% | +1.7% |
| 7D | -4.8% | -5.4% | +0.6% | -4.8% |
| 30D | -21.7% | -24.8% | +3.1% | -21.7% |
| 3M | -22.2% | -62.8% | +40.5% | -22.2% |
| 6M | -27.5% | -99.5% | +72.0% | -24.6% |
| YTD | -33.6% | -99.8% | +66.2% | -30.3% |
| 1Y | -45.0% | -99.9% | +54.9% | -41.8% |
| 3Y | -11.0% | -100.0% | +88.9% | -1.5% |
| All | -41.4% | -100.0% | +58.6% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling