+95.6%
CIFR vs LUNR
+51.5%
+44.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.5% | -5.5% |
| 7D | -8.2% | -0.5% | -7.7% | -8.1% |
| 30D | -7.4% | -11.3% | +3.9% | -6.3% |
| 3M | -24.2% | -44.9% | +20.7% | -20.3% |
| 6M | +14.2% | -17.3% | +31.5% | +15.1% |
| YTD | +8.0% | -9.9% | +17.9% | +8.3% |
| 1Y | +55.5% | +76.1% | -20.6% | +49.3% |
| 3Y | +429.6% | +240.0% | +189.6% | +395.9% |
| All | +95.6% | +51.5% | +44.1% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling