+503.9%
CIFR vs LUNR
+228.4%
+275.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.6% | +6.2% |
| 7D | -5.0% | -3.1% | -1.9% | -4.1% |
| 30D | -5.7% | -15.3% | +9.6% | -1.2% |
| 3M | -25.5% | -53.2% | +27.6% | -9.6% |
| 6M | +19.4% | -22.2% | +41.6% | +21.3% |
| YTD | +14.2% | -11.6% | +25.7% | +11.7% |
| 1Y | +69.0% | +68.4% | +0.6% | +40.9% |
| 3Y | +503.9% | +216.8% | +287.2% | +384.6% |
| All | +503.9% | +228.4% | +275.6% | +384.6% |
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