+1,252.0%
MSTR vs CCL
+9.7%
+1,242.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | -5.0% | +17.2% | +14.2% |
| 30D | +45.2% | -20.3% | +65.5% | +57.3% |
| 3M | +10.4% | -15.1% | +25.5% | +16.4% |
| 6M | -2.5% | -15.1% | +12.6% | +2.0% |
| YTD | -6.0% | -21.8% | +15.8% | +0.2% |
| 1Y | -56.4% | -24.8% | -31.6% | -53.3% |
| 3Y | +306.3% | +51.9% | +254.4% | +237.4% |
| 5Y | +100.5% | +4.0% | +96.4% | +83.5% |
| 10Y | +741.1% | -42.2% | +783.3% | +632.2% |
| All | +1,252.0% | +9.7% | +1,242.2% | +556.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling