+172.4%
CEG vs NCLH
-10.5%
+182.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.8% |
| 7D | +1.3% | -4.6% | +6.0% | +2.6% |
| 30D | +8.8% | -19.9% | +28.8% | +15.3% |
| 3M | +17.0% | -22.0% | +38.9% | +23.8% |
| 6M | -8.7% | -28.3% | +19.6% | -2.1% |
| YTD | -16.4% | -33.5% | +17.0% | -9.5% |
| 1Y | -1.8% | -41.5% | +39.7% | +9.7% |
| All | +172.4% | -10.5% | +182.9% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling