+6.0%
CELH vs LUNR
+48.7%
-42.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.1% | +2.2% |
| 7D | -11.2% | -3.1% | -8.1% | -11.2% |
| 30D | -1.4% | -15.3% | +13.9% | -1.2% |
| 3M | -4.2% | -53.2% | +49.0% | -3.3% |
| 6M | -40.5% | -22.2% | -18.2% | -40.5% |
| YTD | -40.5% | -11.6% | -28.9% | -40.7% |
| 1Y | -53.0% | +68.4% | -121.4% | -53.6% |
| 3Y | -59.1% | +216.8% | -275.8% | -59.9% |
| All | +6.0% | +48.7% | -42.7% | +21.6% |
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 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