+29.0%
LUNR vs CVE
+60.9%
-31.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.5% | +2.1% |
| 7D | +22.7% | +0.1% | +22.6% | +22.8% |
| 30D | -5.3% | -10.8% | +5.5% | -1.8% |
| 3M | -26.1% | -4.3% | -21.8% | -25.7% |
| 6M | -62.4% | -1.5% | -61.0% | -62.8% |
| YTD | -25.0% | +70.7% | -95.7% | -52.2% |
| 1Y | +29.0% | +58.1% | -29.1% | -9.3% |
| All | +29.0% | +60.9% | -31.9% | -9.3% |
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