+52.2%
MSTR vs CPNG
-74.8%
+127.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +2.3% |
| 7D | -14.2% | -6.2% | -7.9% | -10.8% |
| 30D | -19.9% | +4.6% | -24.5% | -22.0% |
| 3M | +27.3% | -3.1% | +30.4% | +28.7% |
| 6M | -37.6% | -0.9% | -36.7% | -39.1% |
| YTD | -19.5% | -32.2% | +12.7% | -2.6% |
| 1Y | -47.1% | -44.2% | -2.9% | -28.3% |
| 3Y | +140.3% | +4.4% | +135.9% | +110.9% |
| 5Y | +49.5% | -45.2% | +94.7% | +54.4% |
| All | +52.2% | -74.8% | +127.0% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling