-14.8%
CTSH vs LUNR
+34.7%
-49.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | +24.2% | -26.3% | -2.2% |
| 30D | +1.4% | +18.0% | -16.6% | +1.4% |
| 3M | +7.5% | -26.0% | +33.4% | +7.6% |
| 6M | +39.6% | -63.6% | +103.1% | +40.3% |
| YTD | -22.3% | -19.9% | -2.4% | -22.5% |
| 1Y | -12.0% | +50.1% | -62.1% | -12.6% |
| 3Y | +1.8% | +374.5% | -372.7% | +0.9% |
| All | -14.8% | +34.7% | -49.5% | -14.7% |
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