+120.4%
MSTR vs CCL
+5.2%
+115.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +12.2% | -5.0% | +17.2% | +15.6% |
| 30D | +45.2% | -20.3% | +65.5% | +66.0% |
| 3M | +10.4% | -15.1% | +25.5% | +20.2% |
| 6M | -2.5% | -15.1% | +12.6% | +4.2% |
| YTD | -6.0% | -21.8% | +15.8% | +3.4% |
| 1Y | -56.4% | -24.8% | -31.6% | -51.8% |
| 3Y | +306.3% | +51.9% | +254.4% | +168.6% |
| All | +120.4% | +5.2% | +115.1% | +74.9% |
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