+73.9%
CNP vs LUNR
+34.7%
+39.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.3% | +24.2% | -22.9% | +1.3% |
| 30D | +3.8% | +18.0% | -14.2% | +3.8% |
| 3M | +2.4% | -26.0% | +28.3% | +2.3% |
| 6M | -1.2% | -63.6% | +62.4% | -1.1% |
| YTD | +9.3% | -19.9% | +29.2% | +9.2% |
| 1Y | +6.4% | +50.1% | -43.7% | +6.2% |
| 3Y | +66.4% | +374.5% | -308.1% | +65.5% |
| All | +73.9% | +34.7% | +39.2% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling