+1,252.0%
MSTR vs CDE
-75.2%
+1,327.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | +12.2% | +0.5% | +11.6% | +12.1% |
| 30D | +45.2% | +21.9% | +23.3% | +42.0% |
| 3M | +10.4% | +14.9% | -4.6% | +8.8% |
| 6M | -2.5% | -10.5% | +8.0% | -1.5% |
| YTD | -6.0% | +19.3% | -25.3% | -8.2% |
| 1Y | -56.4% | +50.8% | -107.2% | -58.8% |
| 3Y | +306.3% | +782.3% | -476.0% | +215.6% |
| 5Y | +100.5% | +191.7% | -91.2% | +68.7% |
| 10Y | +741.1% | +57.6% | +683.5% | +591.2% |
| All | +1,252.0% | -75.2% | +1,327.1% | +977.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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