+49.9%
MSTR vs CNP
+73.6%
-23.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -1.2% | -4.2% | +3.0% | +0.4% |
| 30D | -15.9% | +5.5% | -21.5% | -18.0% |
| 3M | +33.1% | +0.6% | +32.6% | +32.3% |
| 6M | -31.0% | -2.8% | -28.1% | -31.0% |
| YTD | -15.1% | +7.9% | -23.0% | -19.4% |
| 1Y | -45.6% | +6.7% | -52.3% | -48.2% |
| 3Y | +180.5% | +61.1% | +119.4% | +102.9% |
| All | +49.9% | +73.6% | -23.6% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling