+43.9%
MSTR vs CNP
+73.5%
-29.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.4% |
| 7D | -11.5% | +2.5% | -14.0% | -12.4% |
| 30D | -24.8% | +4.0% | -28.9% | -26.2% |
| 3M | +20.6% | +1.6% | +19.0% | +19.3% |
| 6M | -38.0% | -1.7% | -36.3% | -38.3% |
| YTD | -24.7% | +8.6% | -33.3% | -28.7% |
| 1Y | -49.1% | +5.8% | -54.9% | -51.2% |
| 3Y | +124.7% | +63.0% | +61.7% | +61.2% |
| All | +43.9% | +73.5% | -29.6% | +16.3% |
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 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