+526.8%
MSTR vs CNP
+143.3%
+383.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.9% |
| 7D | -10.7% | -3.0% | -7.7% | -9.9% |
| 30D | -21.6% | +6.8% | -28.4% | -23.3% |
| 3M | +24.4% | +3.6% | +20.8% | +22.6% |
| 6M | -35.5% | 0.0% | -35.4% | -36.0% |
| YTD | -20.3% | +9.4% | -29.7% | -23.3% |
| 1Y | -49.3% | +6.8% | -56.2% | -50.9% |
| 3Y | +137.8% | +64.2% | +73.6% | +96.5% |
| 5Y | +48.3% | +76.0% | -27.7% | +21.8% |
| 10Y | +526.8% | +143.3% | +383.5% | +388.8% |
| All | +526.8% | +143.3% | +383.5% | +388.8% |
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