+79.2%
CIFR vs NCLH
-6.5%
+85.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | +16.9% | -6.5% | +23.4% | +20.4% |
| 30D | -5.2% | -23.3% | +18.1% | +6.0% |
| 3M | -30.6% | -18.6% | -12.0% | -25.7% |
| 6M | +10.6% | -26.2% | +36.8% | +23.8% |
| YTD | +20.2% | -30.2% | +50.4% | +34.3% |
| 1Y | +139.7% | -39.2% | +178.9% | +181.0% |
| 3Y | +489.4% | -5.1% | +494.4% | +461.3% |
| 5Y | +54.4% | -36.8% | +91.2% | +45.0% |
| All | +79.2% | -6.5% | +85.7% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling