-63.0%
CSGP vs LUNR
+8.5%
-71.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +21.5% | -26.1% | -4.8% |
| 7D | +1.3% | -1.9% | +3.1% | +1.3% |
| 30D | +10.7% | -27.3% | +38.0% | +10.9% |
| 3M | +3.3% | -29.9% | +33.2% | +3.5% |
| 6M | -10.3% | -60.2% | +49.9% | -9.9% |
| YTD | -54.6% | -35.5% | -19.1% | -54.7% |
| 1Y | -54.6% | +9.5% | -64.2% | -55.1% |
| 3Y | -60.3% | +226.2% | -286.5% | -60.8% |
| All | -63.0% | +8.5% | -71.5% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling