+481.0%
MSTR vs CNP
+146.5%
+334.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -13.4% | +1.3% | -14.7% | -13.8% |
| 30D | -22.1% | +3.8% | -25.9% | -23.1% |
| 3M | +15.0% | +2.4% | +12.6% | +13.7% |
| 6M | -37.3% | -1.2% | -36.1% | -37.6% |
| YTD | -26.5% | +9.3% | -35.8% | -29.3% |
| 1Y | -46.5% | +6.4% | -52.9% | -48.1% |
| 3Y | +121.1% | +66.4% | +54.7% | +81.7% |
| 5Y | +37.5% | +75.7% | -38.2% | +13.0% |
| All | +481.0% | +146.5% | +334.5% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling