+39.8%
CLSK vs NCLH
-38.5%
+78.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +8.8% | -6.5% | +15.3% | +10.6% |
| 30D | -6.0% | -23.3% | +17.3% | +0.2% |
| 3M | -24.4% | -18.6% | -5.8% | -21.8% |
| 6M | +19.0% | -26.2% | +45.3% | +24.6% |
| YTD | +25.4% | -30.2% | +55.6% | +30.0% |
| 1Y | +39.8% | -39.2% | +78.9% | +57.5% |
| All | +39.8% | -38.5% | +78.3% | +57.5% |
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