-60.8%
CLSK vs NCLH
-63.1%
+2.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.3% |
| 7D | +7.7% | -4.8% | +12.5% | +9.3% |
| 30D | +12.2% | -21.7% | +33.9% | +20.2% |
| 3M | -15.5% | -22.2% | +6.8% | -10.1% |
| 6M | +39.3% | -27.5% | +66.9% | +51.1% |
| YTD | +35.1% | -33.6% | +68.7% | +47.8% |
| 1Y | +34.0% | -45.0% | +79.0% | +54.3% |
| 3Y | +226.3% | -11.0% | +237.3% | +228.8% |
| 5Y | +6.4% | -39.7% | +46.1% | +10.7% |
| All | -60.8% | -63.1% | +2.2% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling