-2.0%
XLC vs NCLH
-42.7%
+40.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +0.5% | -4.8% | +5.3% | +1.1% |
| 30D | +2.1% | -21.7% | +23.8% | +5.1% |
| 3M | +0.7% | -22.2% | +22.9% | +3.6% |
| 6M | -3.2% | -27.5% | +24.3% | -0.2% |
| YTD | -3.8% | -33.6% | +29.8% | -0.6% |
| 1Y | -2.0% | -45.0% | +43.0% | +1.7% |
| All | -2.0% | -42.7% | +40.7% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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