+323.5%
CORZ vs LUNR
+328.9%
-5.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.1% | +7.8% | +10.3% |
| 7D | +14.2% | +22.7% | -8.5% | +9.0% |
| 30D | -3.0% | -5.3% | +2.3% | -1.9% |
| 3M | -26.3% | -26.1% | -0.2% | -22.0% |
| 6M | -36.5% | -62.4% | +25.9% | -25.3% |
| YTD | +0.1% | -25.0% | +25.0% | +0.5% |
| 1Y | -15.9% | +29.0% | -44.9% | -23.8% |
| All | +323.5% | +328.9% | -5.3% | +284.7% |
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