+48.7%
LUNR vs CCJ
+273.4%
-224.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.6% |
| 7D | -3.1% | -4.0% | +0.9% | -1.7% |
| 30D | -15.3% | -2.4% | -13.0% | -14.7% |
| 3M | -53.2% | -2.3% | -50.9% | -52.8% |
| 6M | -22.2% | -16.2% | -6.0% | -17.0% |
| YTD | -11.6% | +5.7% | -17.3% | -9.0% |
| 1Y | +68.4% | +21.3% | +47.2% | +69.0% |
| 3Y | +216.8% | +159.4% | +57.4% | +202.5% |
| All | +48.7% | +273.4% | -224.7% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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