+82.2%
CHRW vs LUNR
+348.3%
-266.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +7.3% | +24.2% | -16.9% | +6.9% |
| 30D | -3.6% | +18.0% | -21.5% | -3.9% |
| 3M | -9.6% | -26.0% | +16.4% | -9.3% |
| 6M | -17.0% | -63.6% | +46.6% | -15.9% |
| YTD | -15.4% | -19.9% | +4.5% | -16.1% |
| 1Y | -10.0% | +50.1% | -60.1% | -11.6% |
| 3Y | +82.2% | +374.5% | -292.3% | +72.3% |
| All | +82.2% | +348.3% | -266.1% | +72.3% |
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