+12.0%
CCL vs LUNR
+53.5%
-41.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -5.0% | -3.6% | -1.4% | -5.0% |
| 30D | -20.3% | +5.9% | -26.2% | -20.5% |
| 3M | -15.1% | -56.0% | +40.8% | -13.7% |
| 6M | -15.1% | -20.5% | +5.4% | -15.1% |
| YTD | -21.8% | -8.7% | -13.0% | -22.2% |
| 1Y | -24.8% | +75.9% | -100.7% | -26.2% |
| 3Y | +51.9% | +202.9% | -151.0% | +49.5% |
| All | +12.0% | +53.5% | -41.5% | +6.7% |
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