+106.7%
CIFR vs LUNR
+48.7%
+58.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.6% | +5.9% |
| 7D | -5.0% | -3.1% | -1.9% | -4.7% |
| 30D | -5.7% | -15.3% | +9.6% | -4.2% |
| 3M | -25.5% | -53.2% | +27.6% | -20.7% |
| 6M | +19.4% | -22.2% | +41.6% | +21.0% |
| YTD | +14.2% | -11.6% | +25.7% | +14.7% |
| 1Y | +69.0% | +68.4% | +0.6% | +62.8% |
| 3Y | +503.9% | +216.8% | +287.2% | +466.8% |
| All | +106.7% | +48.7% | +58.0% | +100.4% |
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 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