+1,568.6%
MSTR vs CDW
+903.1%
+665.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | +12.2% | +3.2% | +9.0% | +10.6% |
| 30D | +45.2% | +9.3% | +35.9% | +38.2% |
| 3M | +10.4% | +9.8% | +0.6% | +3.1% |
| 6M | -2.5% | +23.3% | -25.8% | -18.6% |
| YTD | -6.0% | +13.7% | -19.7% | -18.3% |
| 1Y | -56.4% | -6.5% | -49.9% | -57.2% |
| 3Y | +306.3% | -25.2% | +331.5% | +355.8% |
| 5Y | +100.5% | -19.5% | +120.0% | +119.8% |
| 10Y | +741.1% | +285.8% | +455.3% | +355.2% |
| All | +1,568.6% | +903.1% | +665.5% | +618.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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