+20.8%
CIFR vs NCLH
-42.0%
+62.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.9% | -3.8% | -4.7% |
| 7D | -8.2% | -6.5% | -1.7% | -4.7% |
| 30D | -7.4% | -22.1% | +14.7% | +5.5% |
| 3M | -24.2% | -18.7% | -5.5% | -17.7% |
| 6M | +14.2% | -28.4% | +42.6% | +32.9% |
| YTD | +8.0% | -34.7% | +42.7% | +27.8% |
| 1Y | +55.5% | -42.7% | +98.2% | +94.4% |
| 3Y | +429.6% | -10.6% | +440.2% | +389.9% |
| 5Y | +20.8% | -40.7% | +61.5% | +27.1% |
| All | +20.8% | -42.0% | +62.8% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling