+51.7%
CNP vs LUNR
+241.9%
-190.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.9% |
| 7D | +0.7% | +0.5% | +0.1% | +0.7% |
| 30D | -0.1% | -5.3% | +5.3% | 0.0% |
| 3M | -5.6% | -45.6% | +40.0% | -5.4% |
| 6M | -7.5% | -17.4% | +9.9% | -7.6% |
| YTD | +5.5% | -7.9% | +13.4% | +5.1% |
| 1Y | +8.3% | +77.6% | -69.3% | +7.0% |
| All | +51.7% | +241.9% | -190.2% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling