+54.8%
LUNR vs CFG
+69.0%
-14.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.3% |
| 7D | +0.5% | -0.6% | +1.1% | +0.8% |
| 30D | -5.3% | -4.5% | -0.8% | -3.4% |
| 3M | -45.6% | +6.3% | -51.9% | -47.3% |
| 6M | -17.4% | +20.6% | -38.0% | -24.3% |
| YTD | -7.9% | +21.2% | -29.2% | -16.1% |
| 1Y | +77.6% | +38.2% | +39.5% | +54.4% |
| 3Y | +247.4% | +185.9% | +61.5% | +173.7% |
| All | +54.8% | +69.0% | -14.1% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling