+51.5%
LUNR vs CFG
+69.6%
-18.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -0.5% | -1.7% | +1.1% | +0.2% |
| 30D | -11.3% | -4.6% | -6.7% | -9.5% |
| 3M | -44.9% | +7.9% | -52.8% | -47.0% |
| 6M | -17.3% | +19.9% | -37.2% | -24.1% |
| YTD | -9.9% | +21.7% | -31.6% | -18.0% |
| 1Y | +76.1% | +38.4% | +37.7% | +53.0% |
| 3Y | +240.0% | +187.0% | +53.0% | +167.4% |
| All | +51.5% | +69.6% | -18.1% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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