-47.1%
MSTR vs CPNG
-44.8%
-2.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.1% | +2.1% |
| 7D | -14.2% | -6.2% | -7.9% | -11.3% |
| 30D | -19.9% | +4.6% | -24.5% | -21.6% |
| 3M | +27.3% | -3.1% | +30.4% | +28.5% |
| 6M | -37.6% | -0.9% | -36.7% | -38.7% |
| YTD | -19.5% | -32.2% | +12.7% | -10.9% |
| 1Y | -47.1% | -44.2% | -2.9% | -31.2% |
| All | -47.1% | -44.8% | -2.3% | -31.2% |
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