+49.5%
MSTR vs CPB
-33.9%
+83.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +0.7% |
| 7D | -14.2% | -4.1% | -10.1% | -15.1% |
| 30D | -19.9% | +16.9% | -36.8% | -16.2% |
| 3M | +27.3% | -0.6% | +27.9% | +28.1% |
| 6M | -37.6% | +11.4% | -48.9% | -34.9% |
| YTD | -19.5% | -14.8% | -4.6% | -21.7% |
| 1Y | -47.1% | -24.8% | -22.3% | -50.4% |
| 3Y | +140.3% | -36.6% | +176.9% | +109.8% |
| 5Y | +49.5% | -33.3% | +82.8% | +61.3% |
| All | +49.5% | -33.9% | +83.4% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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