+41.9%
CMI vs LUNR
+75.3%
-33.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.0% | +2.7% |
| 7D | -0.7% | -3.6% | +2.9% | -0.3% |
| 30D | -13.4% | +5.9% | -19.3% | -14.0% |
| 3M | -17.0% | -56.0% | +39.0% | -11.2% |
| 6M | -1.6% | -20.5% | +18.8% | -2.6% |
| YTD | +11.0% | -8.7% | +19.7% | +7.0% |
| 1Y | +41.9% | +75.9% | -34.0% | +20.1% |
| All | +41.9% | +75.3% | -33.4% | +20.1% |
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