+19.0%
CDNS vs LUNR
+228.4%
-209.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.7% |
| 7D | -1.1% | -3.1% | +2.0% | -1.0% |
| 30D | -10.4% | -15.3% | +4.9% | -9.6% |
| 3M | -24.6% | -53.2% | +28.6% | -21.5% |
| 6M | -1.6% | -22.2% | +20.6% | -1.9% |
| YTD | -7.4% | -11.6% | +4.2% | -9.2% |
| 1Y | -18.4% | +68.4% | -86.8% | -23.8% |
| 3Y | +19.0% | +216.8% | -197.8% | +10.7% |
| All | +19.0% | +228.4% | -209.4% | +10.7% |
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 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