+113.8%
MSTR vs CPNG
-53.2%
+167.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -2.5% |
| 7D | +9.3% | -6.3% | +15.6% | +13.4% |
| 30D | +36.5% | -8.7% | +45.3% | +43.7% |
| 3M | +7.3% | -2.4% | +9.8% | +6.0% |
| 6M | +2.2% | -22.3% | +24.6% | +14.8% |
| YTD | -10.2% | -37.2% | +27.1% | +15.3% |
| 1Y | -58.6% | -53.0% | -5.6% | -36.4% |
| 3Y | +283.2% | -20.0% | +303.2% | +290.4% |
| 5Y | +113.8% | -52.8% | +166.5% | +130.7% |
| All | +113.8% | -53.2% | +167.0% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling