+65.1%
MSTR vs CPNG
-76.8%
+141.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | +7.7% | -7.6% | +15.3% | +12.5% |
| 30D | +36.3% | -8.8% | +45.2% | +43.2% |
| 3M | +13.4% | -7.2% | +20.6% | +16.0% |
| 6M | -4.5% | -21.5% | +17.0% | +6.1% |
| YTD | -12.7% | -37.4% | +24.8% | +11.1% |
| 1Y | -59.6% | -54.3% | -5.3% | -38.2% |
| 3Y | +272.5% | -20.3% | +292.8% | +283.4% |
| 5Y | +107.1% | -51.2% | +158.3% | +127.1% |
| All | +65.1% | -76.8% | +141.9% | +110.8% |
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