+20.2%
CLF vs LUNR
-9.9%
+30.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -5.2% | -3.9% | -8.5% |
| 7D | -7.9% | -14.3% | +6.4% | -6.1% |
| 30D | +5.2% | -30.5% | +35.8% | +9.9% |
| 3M | +4.3% | -28.9% | +33.2% | +8.0% |
| 6M | +25.3% | -60.8% | +86.1% | +40.0% |
| YTD | -3.3% | -38.8% | +35.5% | +0.1% |
| 1Y | +20.2% | -4.5% | +24.7% | +17.4% |
| All | +20.2% | -9.9% | +30.1% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling