+204.8%
CDE vs LUNR
+51.5%
+153.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -3.1% |
| 7D | -6.1% | -0.5% | -5.5% | -6.0% |
| 30D | +9.5% | -11.3% | +20.8% | +10.0% |
| 3M | +32.0% | -44.9% | +76.9% | +34.9% |
| 6M | -12.8% | -17.3% | +4.5% | -12.6% |
| YTD | +14.2% | -9.9% | +24.1% | +14.1% |
| 1Y | +36.3% | +76.1% | -39.8% | +33.3% |
| 3Y | +821.4% | +240.0% | +581.4% | +775.4% |
| All | +204.8% | +51.5% | +153.3% | +247.6% |
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