+34.7%
LUNR vs CCEP
+152.9%
-118.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +24.2% | +2.1% | +22.1% | +24.0% |
| 30D | +18.0% | +10.6% | +7.4% | +16.9% |
| 3M | -26.0% | +10.3% | -36.3% | -26.7% |
| 6M | -63.6% | +31.1% | -94.6% | -65.0% |
| YTD | -19.9% | +32.1% | -52.0% | -23.5% |
| 1Y | +50.1% | +32.8% | +17.3% | +43.1% |
| 3Y | +374.5% | +111.3% | +263.1% | +313.7% |
| All | +34.7% | +152.9% | -118.2% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling