+22.0%
LUNR vs CVE
+59.0%
-37.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.5% | +14.5% | +14.8% |
| 7D | +22.1% | -10.1% | +32.2% | +26.9% |
| 30D | -8.7% | -12.1% | +3.4% | -5.0% |
| 3M | -26.6% | -1.9% | -24.7% | -27.1% |
| 6M | -58.4% | -1.8% | -56.6% | -59.0% |
| YTD | -25.8% | +65.8% | -91.6% | -51.0% |
| All | +22.0% | +59.0% | -37.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling