+78.0%
CHRW vs LUNR
+62.5%
+15.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | +1.7% |
| 7D | +1.9% | +6.5% | -4.6% | +1.9% |
| 30D | +0.9% | -4.4% | +5.3% | +0.9% |
| 3M | -19.9% | -47.3% | +27.4% | -19.8% |
| 6M | -15.8% | -11.1% | -4.7% | -15.9% |
| YTD | -5.6% | -3.4% | -2.2% | -5.7% |
| 1Y | +21.0% | +85.8% | -64.7% | +20.9% |
| 3Y | +86.0% | +264.7% | -178.6% | +87.0% |
| All | +78.0% | +62.5% | +15.5% | +85.1% |
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