+53.5%
LUNR vs CCEP
+125.6%
-72.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.9% | +1.1% |
| 7D | -3.6% | -3.1% | -0.6% | -3.3% |
| 30D | +5.9% | -2.6% | +8.5% | +6.1% |
| 3M | -56.0% | +14.9% | -70.9% | -57.1% |
| 6M | -20.5% | +2.3% | -22.7% | -21.1% |
| YTD | -8.7% | +17.8% | -26.6% | -11.9% |
| 1Y | +75.9% | +24.2% | +51.7% | +67.5% |
| 3Y | +202.9% | +84.7% | +118.1% | +167.4% |
| All | +53.5% | +125.6% | -72.1% | +34.7% |
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