+127.1%
CIFR vs LUNR
+62.5%
+64.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.9% | -1.5% | +3.8% |
| 7D | +26.7% | +6.5% | +20.2% | +26.0% |
| 30D | +7.7% | -4.4% | +12.1% | +8.2% |
| 3M | -23.8% | -47.3% | +23.5% | -19.7% |
| 6M | +35.9% | -11.1% | +47.0% | +36.1% |
| YTD | +25.4% | -3.4% | +28.8% | +24.9% |
| 1Y | +139.8% | +85.8% | +54.0% | +128.9% |
| 3Y | +515.0% | +264.7% | +250.3% | +472.0% |
| All | +127.1% | +62.5% | +64.6% | +118.3% |
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 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