-62.6%
CSGP vs LUNR
+53.5%
-116.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.4% |
| 7D | -4.1% | -3.6% | -0.4% | -4.0% |
| 30D | +2.3% | +5.9% | -3.5% | +2.2% |
| 3M | -8.2% | -56.0% | +47.8% | -7.5% |
| 6M | -35.1% | -20.5% | -14.6% | -35.2% |
| YTD | -54.0% | -8.7% | -45.3% | -54.3% |
| 1Y | -65.3% | +75.9% | -141.2% | -65.8% |
| 3Y | -62.6% | +202.9% | -265.4% | -63.2% |
| All | -62.6% | +53.5% | -116.0% | -64.3% |
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