+133.6%
CCL vs LUNR
+348.3%
-214.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | -1.2% | +24.2% | -25.3% | -3.5% |
| 30D | +13.1% | +18.0% | -4.8% | +10.5% |
| 3M | +3.4% | -26.0% | +29.3% | +5.5% |
| 6M | +18.7% | -63.6% | +82.3% | +28.7% |
| YTD | -2.3% | -19.9% | +17.6% | -5.7% |
| 1Y | +14.2% | +50.1% | -35.9% | +2.0% |
| 3Y | +133.6% | +374.5% | -240.9% | +78.3% |
| All | +133.6% | +348.3% | -214.7% | +78.3% |
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