+166.0%
CMI vs LUNR
+51.5%
+114.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.8% |
| 7D | +0.8% | -0.5% | +1.4% | +0.8% |
| 30D | -12.8% | -11.3% | -1.5% | -12.6% |
| 3M | -12.4% | -44.9% | +32.5% | -11.6% |
| 6M | -0.9% | -17.3% | +16.4% | -0.9% |
| YTD | +8.9% | -9.9% | +18.8% | +8.5% |
| 1Y | +37.7% | +76.1% | -38.4% | +35.8% |
| 3Y | +148.9% | +240.0% | -91.1% | +144.3% |
| All | +166.0% | +51.5% | +114.5% | +154.6% |
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 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