+226.3%
CLSK vs NCLH
-10.7%
+236.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +5.9% |
| 7D | +7.7% | -4.8% | +12.5% | +10.5% |
| 30D | +12.2% | -21.7% | +33.9% | +26.4% |
| 3M | -15.5% | -22.2% | +6.8% | -6.4% |
| 6M | +39.3% | -27.5% | +66.9% | +59.1% |
| YTD | +35.1% | -33.6% | +68.7% | +55.3% |
| 1Y | +34.0% | -45.0% | +79.0% | +71.6% |
| 3Y | +226.3% | -11.0% | +237.3% | +194.4% |
| All | +226.3% | -10.7% | +236.9% | +194.4% |
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