+4.0%
CLF vs LUNR
+72.6%
-68.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -1.8% |
| 7D | -3.7% | -0.5% | -3.1% | -3.6% |
| 30D | -4.7% | -11.3% | +6.6% | -3.0% |
| 3M | -4.7% | -44.9% | +40.2% | +4.1% |
| 6M | +24.0% | -17.3% | +41.3% | +25.2% |
| YTD | -10.9% | -9.9% | -1.0% | -14.9% |
| 1Y | +4.0% | +76.1% | -72.1% | -9.6% |
| All | +4.0% | +72.6% | -68.6% | -9.6% |
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 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