-21.6%
CTSH vs LUNR
+51.5%
-73.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | -9.8% | -0.5% | -9.2% | -9.8% |
| 30D | +0.1% | -11.3% | +11.4% | +0.1% |
| 3M | +13.2% | -44.9% | +58.1% | +13.6% |
| 6M | -6.2% | -17.3% | +11.1% | -6.3% |
| YTD | -28.5% | -9.9% | -18.5% | -28.7% |
| 1Y | -13.8% | +76.1% | -89.9% | -14.5% |
| 3Y | -13.7% | +240.0% | -253.7% | -14.5% |
| All | -21.6% | +51.5% | -73.1% | -21.5% |
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