+1,120.6%
MSTR vs CCL
+38.8%
+1,081.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.2% | +3.1% | -4.3% | -2.3% |
| 30D | -15.9% | +13.7% | -29.6% | -19.8% |
| 3M | +33.1% | +3.8% | +29.3% | +30.2% |
| 6M | -31.0% | +9.3% | -40.3% | -34.3% |
| YTD | -15.1% | -1.1% | -14.1% | -17.4% |
| 1Y | -45.6% | +14.6% | -60.2% | -50.4% |
| 3Y | +180.5% | +146.4% | +34.1% | +95.4% |
| 5Y | +61.7% | +21.9% | +39.8% | +38.6% |
| 10Y | +578.0% | -29.4% | +607.5% | +445.5% |
| All | +1,120.6% | +38.8% | +1,081.9% | +441.0% |
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