+505.7%
CIFR vs NCLH
-10.5%
+516.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.5% | -5.2% | -6.9% |
| 7D | +11.3% | -4.6% | +16.0% | +14.2% |
| 30D | +3.5% | -19.9% | +23.4% | +15.3% |
| 3M | -26.6% | -22.0% | -4.7% | -19.1% |
| 6M | +18.1% | -28.3% | +46.4% | +36.0% |
| YTD | +14.5% | -33.5% | +48.0% | +32.6% |
| 1Y | +83.3% | -41.5% | +124.8% | +125.4% |
| All | +505.7% | -10.5% | +516.2% | +481.6% |
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