+607.3%
CEG vs LUNR
+50.9%
+556.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.7% |
| 7D | +0.3% | -0.5% | +0.9% | +0.3% |
| 30D | +2.9% | -11.3% | +14.2% | +3.1% |
| 3M | +18.2% | -44.9% | +63.1% | +19.5% |
| 6M | -9.5% | -17.3% | +7.8% | -9.7% |
| YTD | -18.7% | -9.9% | -8.8% | -19.3% |
| 1Y | -10.1% | +76.1% | -86.3% | -12.2% |
| 3Y | +168.3% | +240.0% | -71.7% | +163.8% |
| All | +607.3% | +50.9% | +556.4% | +608.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling