+70.2%
CIFR vs NCLH
-11.0%
+81.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.0% |
| 7D | -5.0% | -4.8% | -0.2% | -2.8% |
| 30D | -5.7% | -21.7% | +16.0% | +4.5% |
| 3M | -25.5% | -22.2% | -3.3% | -18.7% |
| 6M | +19.4% | -27.5% | +46.9% | +34.6% |
| YTD | +14.2% | -33.6% | +47.8% | +30.5% |
| 1Y | +69.0% | -45.0% | +114.0% | +107.9% |
| 3Y | +503.9% | -11.0% | +515.0% | +492.8% |
| 5Y | +27.7% | -39.7% | +67.4% | +22.7% |
| All | +70.2% | -11.0% | +81.2% | +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