-63.3%
CSGP vs LUNR
+22.4%
-85.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.9% |
| 7D | -3.2% | +12.7% | -15.9% | -3.3% |
| 30D | +2.2% | -10.5% | +12.7% | +2.3% |
| 3M | -3.7% | -25.2% | +21.5% | -3.5% |
| 6M | -7.4% | -59.2% | +51.8% | -6.9% |
| YTD | -54.9% | -27.2% | -27.7% | -55.1% |
| 1Y | -54.9% | +19.7% | -74.5% | -55.3% |
| 3Y | -61.9% | +314.4% | -376.3% | -62.4% |
| All | -63.3% | +22.4% | -85.7% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling