+51.5%
LUNR vs CCEP
+119.4%
-67.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -0.5% | -5.7% | +5.2% | +0.1% |
| 30D | -11.3% | -3.4% | -7.9% | -11.0% |
| 3M | -44.9% | +5.5% | -50.4% | -45.5% |
| 6M | -17.3% | +2.2% | -19.5% | -18.0% |
| YTD | -9.9% | +14.6% | -24.6% | -12.7% |
| 1Y | +76.1% | +18.9% | +57.2% | +68.9% |
| 3Y | +240.0% | +82.6% | +157.4% | +200.6% |
| All | +51.5% | +119.4% | -67.9% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 10y: compounded portfolio wealth divided by compounded CCEP 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…
10y analysis · Full analysis span regression · 6 months rolling