+62.5%
LUNR vs CCJ
+293.9%
-231.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.2% | +4.7% | +5.5% |
| 7D | +6.5% | +5.9% | +0.6% | +4.4% |
| 30D | -4.4% | +4.7% | -9.1% | -5.9% |
| 3M | -47.3% | -3.3% | -44.0% | -46.6% |
| 6M | -11.1% | -7.0% | -4.0% | -8.2% |
| YTD | -3.4% | +11.5% | -14.8% | -2.4% |
| 1Y | +85.8% | +32.3% | +53.5% | +81.9% |
| 3Y | +264.7% | +176.8% | +87.8% | +242.2% |
| All | +62.5% | +293.9% | -231.4% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling