+229.8%
LUNR vs CFG
+182.2%
+47.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -3.9% |
| 7D | +0.5% | -0.6% | +1.1% | +1.0% |
| 30D | -5.3% | -4.5% | -0.8% | -1.1% |
| 3M | -45.6% | +6.3% | -51.9% | -49.5% |
| 6M | -17.4% | +20.6% | -38.0% | -32.7% |
| YTD | -7.9% | +21.2% | -29.2% | -26.5% |
| 1Y | +77.6% | +38.2% | +39.5% | +25.5% |
| All | +229.8% | +182.2% | +47.6% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling