+73.9%
CTVA vs LUNR
+228.4%
-154.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.7% |
| 7D | -4.5% | -3.1% | -1.4% | -4.4% |
| 30D | +11.3% | -15.3% | +26.7% | +11.7% |
| 3M | +12.3% | -53.2% | +65.5% | +14.4% |
| 6M | +7.2% | -22.2% | +29.4% | +7.1% |
| YTD | +26.0% | -11.6% | +37.6% | +25.1% |
| 1Y | +16.0% | +68.4% | -52.4% | +13.0% |
| 3Y | +73.9% | +216.8% | -142.9% | +62.8% |
| All | +73.9% | +228.4% | -154.5% | +62.8% |
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