+32.9%
CLSK vs NCLH
-28.2%
+61.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-10 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.0% |
| 7D | +1.7% | -6.5% | +8.3% | +3.9% |
| 30D | +11.1% | -22.1% | +33.2% | +19.6% |
| 3M | -14.1% | -18.7% | +4.6% | -13.0% |
| 6M | +32.9% | -28.4% | +61.3% | +45.7% |
| All | +32.9% | -28.2% | +61.1% | +45.7% |
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 2026-03-10 to 2026-09-10: 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…
2026-03-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling