+89.7%
CB vs LUNR
+53.5%
+36.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -1.9% |
| 7D | +0.5% | -3.6% | +4.1% | +0.5% |
| 30D | -3.1% | +5.9% | -9.0% | -3.1% |
| 3M | +9.0% | -56.0% | +64.9% | +8.6% |
| 6M | +2.9% | -20.5% | +23.3% | +2.8% |
| YTD | +10.1% | -8.7% | +18.9% | +10.1% |
| 1Y | +22.8% | +75.9% | -53.1% | +23.1% |
| 3Y | +73.8% | +202.9% | -129.1% | +74.7% |
| All | +89.7% | +53.5% | +36.2% | +89.6% |
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