-18.2%
CRM vs LUNR
+48.7%
-66.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.8% | +2.0% |
| 7D | -4.4% | -3.1% | -1.3% | -4.4% |
| 30D | +28.1% | -15.3% | +43.5% | +28.3% |
| 3M | +48.8% | -53.2% | +102.0% | +49.7% |
| 6M | +28.3% | -22.2% | +50.5% | +28.0% |
| YTD | -6.0% | -11.6% | +5.6% | -6.4% |
| 1Y | +1.4% | +68.4% | -67.0% | +0.3% |
| 3Y | +11.8% | +216.8% | -204.9% | +11.2% |
| All | -18.2% | +48.7% | -66.9% | -14.1% |
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 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