+87.5%
CB vs LUNR
+54.8%
+32.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +0.3% |
| 7D | -0.5% | +0.5% | -1.1% | -0.5% |
| 30D | -3.1% | -5.3% | +2.3% | -3.1% |
| 3M | +4.2% | -45.6% | +49.8% | +3.9% |
| 6M | +4.7% | -17.4% | +22.1% | +4.7% |
| YTD | +8.8% | -7.9% | +16.8% | +8.9% |
| 1Y | +22.6% | +77.6% | -55.0% | +23.0% |
| 3Y | +70.6% | +247.4% | -176.8% | +71.5% |
| All | +87.5% | +54.8% | +32.7% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling