+229.8%
LUNR vs CCEP
+84.3%
+145.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.2% | -4.5% |
| 7D | +0.5% | -3.7% | +4.2% | +0.9% |
| 30D | -5.3% | -2.1% | -3.2% | -5.2% |
| 3M | -45.6% | +7.2% | -52.8% | -46.4% |
| 6M | -17.4% | +3.3% | -20.6% | -18.3% |
| YTD | -7.9% | +15.7% | -23.6% | -11.9% |
| 1Y | +77.6% | +16.6% | +61.1% | +69.1% |
| All | +229.8% | +84.3% | +145.5% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling