+198.6%
LUNR vs CVE
+72.1%
+126.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.3% |
| 7D | -3.6% | +2.5% | -6.1% | -4.8% |
| 30D | +5.9% | +16.7% | -10.9% | -1.3% |
| 3M | -56.0% | +9.3% | -65.2% | -57.8% |
| 6M | -20.5% | +43.6% | -64.1% | -34.9% |
| YTD | -8.7% | +93.6% | -102.3% | -35.5% |
| 1Y | +75.9% | +98.8% | -22.9% | +23.1% |
| All | +198.6% | +72.1% | +126.5% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling