+2,623.2%
CLS vs LUNR
+53.5%
+2,569.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +4.6% | -3.6% | +8.2% | +4.7% |
| 30D | -13.9% | +5.9% | -19.8% | -14.1% |
| 3M | -26.6% | -56.0% | +29.4% | -24.5% |
| 6M | +15.4% | -20.5% | +35.9% | +15.7% |
| YTD | +5.7% | -8.7% | +14.4% | +5.2% |
| 1Y | +41.1% | +75.9% | -34.8% | +37.8% |
| 3Y | +1,228.6% | +202.9% | +1,025.7% | +1,197.5% |
| All | +2,623.2% | +53.5% | +2,569.7% | +2,616.5% |
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