+20.2%
CVNA vs LUNR
+51.5%
-31.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.1% | -4.2% |
| 7D | -4.3% | -0.5% | -3.7% | -4.3% |
| 30D | -2.4% | -11.3% | +8.9% | -2.1% |
| 3M | +4.5% | -44.9% | +49.4% | +6.1% |
| 6M | +10.2% | -17.3% | +27.5% | +10.1% |
| YTD | -16.7% | -9.9% | -6.8% | -17.4% |
| 1Y | -3.8% | +76.1% | -79.9% | -6.5% |
| 3Y | +648.3% | +240.0% | +408.3% | +627.3% |
| All | +20.2% | +51.5% | -31.3% | +44.5% |
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