+639.5%
CEG vs LUNR
+52.8%
+586.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.1% | +4.9% |
| 7D | +8.0% | -3.6% | +11.7% | +8.1% |
| 30D | +12.9% | +5.9% | +7.1% | +12.7% |
| 3M | +13.2% | -56.0% | +69.1% | +15.0% |
| 6M | -7.0% | -20.5% | +13.5% | -7.1% |
| YTD | -15.0% | -8.7% | -6.2% | -15.6% |
| 1Y | -2.7% | +75.9% | -78.6% | -5.0% |
| 3Y | +184.1% | +202.9% | -18.8% | +179.0% |
| All | +639.5% | +52.8% | +586.6% | +640.0% |
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 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