+40.9%
MSTR vs CCL
+30.6%
+10.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.4% | -2.1% | -3.8% |
| 7D | -11.5% | -0.3% | -11.2% | -11.4% |
| 30D | -24.8% | +10.3% | -35.1% | -29.3% |
| 3M | +20.6% | +6.6% | +14.1% | +14.0% |
| 6M | -38.0% | +20.0% | -58.0% | -46.5% |
| YTD | -24.7% | -1.9% | -22.8% | -28.8% |
| 1Y | -49.1% | +10.4% | -59.5% | -56.3% |
| 3Y | +124.7% | +134.8% | -10.1% | +10.9% |
| 5Y | +40.9% | +34.0% | +6.9% | -7.6% |
| All | +40.9% | +30.6% | +10.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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