+1,252.0%
MSTR vs CNP
+495.0%
+756.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +12.2% | +1.1% | +11.1% | +12.0% |
| 30D | +45.2% | -1.8% | +47.0% | +45.7% |
| 3M | +10.4% | -4.6% | +15.0% | +11.1% |
| 6M | -2.5% | -8.8% | +6.4% | -0.9% |
| YTD | -6.0% | +5.2% | -11.3% | -7.4% |
| 1Y | -56.4% | +8.3% | -64.7% | -57.4% |
| 3Y | +306.3% | +54.9% | +251.4% | +264.4% |
| 5Y | +100.5% | +73.5% | +27.0% | +76.7% |
| 10Y | +741.1% | +139.1% | +602.0% | +572.3% |
| All | +1,252.0% | +495.0% | +756.9% | +751.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling