+554.5%
MSTR vs CNP
+142.6%
+412.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -4.0% | -4.3% | +0.4% | -2.7% |
| 30D | -18.6% | +5.7% | -24.4% | -20.2% |
| 3M | +25.6% | +0.9% | +24.7% | +24.8% |
| 6M | -33.1% | -1.1% | -32.0% | -33.4% |
| YTD | -17.3% | +8.3% | -25.6% | -20.2% |
| 1Y | -48.1% | +5.9% | -54.0% | -49.6% |
| 3Y | +154.2% | +64.6% | +89.6% | +109.8% |
| 5Y | +46.2% | +74.6% | -28.4% | +20.4% |
| 10Y | +554.5% | +139.8% | +414.7% | +413.2% |
| All | +554.5% | +142.6% | +412.0% | +413.2% |
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