+109.3%
CB vs LUNR
+34.7%
+74.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +2.9% | +24.2% | -21.2% | +3.1% |
| 30D | +7.3% | +18.0% | -10.7% | +7.5% |
| 3M | +9.4% | -26.0% | +35.4% | +9.3% |
| 6M | +19.6% | -63.6% | +83.2% | +19.3% |
| YTD | +21.5% | -19.9% | +41.4% | +21.5% |
| 1Y | +28.0% | +50.1% | -22.1% | +28.3% |
| 3Y | +74.9% | +374.5% | -299.6% | +76.0% |
| All | +109.3% | +34.7% | +74.6% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling