-62.2%
NCLH vs ZCMD
-100.0%
+37.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.0% | -7.5% | -3.6% |
| 7D | -4.6% | -4.1% | -0.5% | -4.6% |
| 30D | -19.9% | -22.7% | +2.8% | -19.7% |
| 3M | -22.0% | -62.5% | +40.5% | -23.1% |
| 6M | -28.3% | -99.5% | +71.2% | -20.2% |
| YTD | -33.5% | -99.7% | +66.3% | -23.6% |
| 1Y | -41.5% | -99.9% | +58.4% | -30.4% |
| 3Y | -8.9% | -100.0% | +91.1% | +24.1% |
| 5Y | -40.5% | -100.0% | +59.5% | -18.7% |
| All | -62.2% | -100.0% | +37.8% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling