-42.3%
MSTR vs CPNG
-45.7%
+3.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.0% | -6.9% | -0.6% |
| 7D | -1.8% | +20.8% | -22.6% | -10.5% |
| 30D | -13.3% | +20.1% | -33.4% | -20.8% |
| 3M | +46.0% | +1.6% | +44.4% | +43.6% |
| 6M | -22.4% | -15.8% | -6.6% | -15.9% |
| YTD | -6.2% | -27.7% | +21.5% | -0.1% |
| 1Y | -42.3% | -46.9% | +4.6% | -27.2% |
| All | -42.3% | -45.7% | +3.4% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling