-53.0%
CELH vs NCLH
-42.7%
-10.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | -11.2% | -4.8% | -6.4% | -10.1% |
| 30D | -1.4% | -21.7% | +20.2% | +4.1% |
| 3M | -4.2% | -22.2% | +18.1% | +1.2% |
| 6M | -40.5% | -27.5% | -12.9% | -36.3% |
| YTD | -40.5% | -33.6% | -6.9% | -34.5% |
| 1Y | -53.0% | -45.0% | -8.0% | -49.8% |
| All | -53.0% | -42.7% | -10.3% | -49.8% |
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