+86.0%
CHRW vs LUNR
+241.9%
-155.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +5.0% | +0.3% |
| 7D | +4.1% | +0.5% | +3.5% | +4.0% |
| 30D | +1.9% | -5.3% | +7.2% | +1.9% |
| 3M | -21.2% | -45.6% | +24.5% | -20.3% |
| 6M | -16.7% | -17.4% | +0.7% | -17.1% |
| YTD | -5.4% | -7.9% | +2.6% | -6.3% |
| 1Y | +21.2% | +77.6% | -56.5% | +18.5% |
| All | +86.0% | +241.9% | -155.9% | +78.4% |
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