+81.1%
CHRW vs LUNR
+48.7%
+32.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.2% |
| 7D | +3.5% | -3.1% | +6.6% | +3.5% |
| 30D | +4.6% | -15.3% | +19.9% | +4.6% |
| 3M | -19.7% | -53.2% | +33.5% | -19.6% |
| 6M | -12.4% | -22.2% | +9.8% | -12.5% |
| YTD | -3.9% | -11.6% | +7.7% | -4.0% |
| 1Y | +18.4% | +68.4% | -50.0% | +18.3% |
| 3Y | +88.8% | +216.8% | -127.9% | +89.8% |
| All | +81.1% | +48.7% | +32.4% | +88.5% |
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