+334.6%
CAT vs LUNR
+53.5%
+281.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | +1.7% | -3.6% | +5.4% | +1.8% |
| 30D | -6.6% | +5.9% | -12.4% | -6.7% |
| 3M | -13.3% | -56.0% | +42.7% | -12.4% |
| 6M | +11.6% | -20.5% | +32.1% | +11.7% |
| YTD | +42.9% | -8.7% | +51.7% | +42.6% |
| 1Y | +95.4% | +75.9% | +19.5% | +93.5% |
| 3Y | +196.6% | +202.9% | -6.3% | +194.6% |
| All | +334.6% | +53.5% | +281.1% | +339.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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