-62.2%
CSGP vs LUNR
+24.8%
-86.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +15.0% | -12.7% | +2.2% |
| 7D | -1.8% | +22.1% | -23.9% | -2.0% |
| 30D | +5.3% | -8.7% | +14.0% | +5.3% |
| 3M | +3.3% | -26.6% | +29.9% | +3.5% |
| 6M | -4.7% | -58.4% | +53.8% | -4.1% |
| YTD | -53.5% | -25.8% | -27.7% | -53.7% |
| 1Y | -53.7% | +25.5% | -79.3% | -54.2% |
| 3Y | -59.7% | +300.0% | -359.7% | -60.3% |
| All | -62.2% | +24.8% | -86.9% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling