+84.3%
CTVA vs LUNR
+54.8%
+29.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -1.3% |
| 7D | -5.8% | +0.5% | -6.3% | -5.8% |
| 30D | +11.1% | -5.3% | +16.4% | +11.1% |
| 3M | +13.2% | -45.6% | +58.8% | +13.8% |
| 6M | +8.7% | -17.4% | +26.1% | +8.7% |
| YTD | +27.3% | -7.9% | +35.2% | +26.9% |
| 1Y | +18.0% | +77.6% | -59.7% | +16.9% |
| 3Y | +76.5% | +247.4% | -171.0% | +73.2% |
| All | +84.3% | +54.8% | +29.5% | +94.0% |
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