-47.1%
MSTR vs CLBK
+62.9%
-110.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -14.2% | +2.2% | -16.3% | -14.8% |
| 30D | -19.9% | +5.0% | -24.8% | -21.3% |
| 3M | +27.3% | +3.3% | +24.1% | +25.6% |
| 6M | -37.6% | +29.6% | -67.2% | -45.0% |
| YTD | -19.5% | +62.1% | -81.6% | -32.9% |
| 1Y | -47.1% | +64.3% | -111.5% | -57.4% |
| All | -47.1% | +62.9% | -110.0% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling