-20.0%
CPNG vs LUNR
+228.4%
-248.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.2% |
| 7D | -1.1% | -3.1% | +2.0% | -0.9% |
| 30D | -7.4% | -15.3% | +8.0% | -6.5% |
| 3M | -12.3% | -53.2% | +40.8% | -8.5% |
| 6M | -19.4% | -22.2% | +2.8% | -19.2% |
| YTD | -35.9% | -11.6% | -24.3% | -36.6% |
| 1Y | -53.4% | +68.4% | -121.8% | -55.8% |
| 3Y | -20.0% | +216.8% | -236.8% | -28.8% |
| All | -20.0% | +228.4% | -248.4% | -28.8% |
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