+71.4%
CB vs LUNR
+291.1%
-219.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.5% |
| 7D | +0.7% | +12.7% | -12.0% | +0.9% |
| 30D | +8.2% | -10.5% | +18.6% | +8.2% |
| 3M | +6.3% | -25.2% | +31.5% | +6.1% |
| 6M | +16.2% | -59.2% | +75.4% | +15.5% |
| YTD | +19.3% | -27.2% | +46.6% | +19.1% |
| 1Y | +29.2% | +19.7% | +9.6% | +29.2% |
| 3Y | +71.4% | +314.4% | -242.9% | +69.5% |
| All | +71.4% | +291.1% | -219.6% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling