+77.7%
MSTR vs CPNG
-75.9%
+153.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.6% |
| 7D | +12.2% | -7.4% | +19.6% | +16.9% |
| 30D | +45.2% | -4.4% | +49.6% | +48.2% |
| 3M | +10.4% | -7.5% | +17.9% | +12.7% |
| 6M | -2.5% | -19.9% | +17.5% | +7.0% |
| YTD | -6.0% | -35.2% | +29.2% | +17.0% |
| 1Y | -56.4% | -46.8% | -9.6% | -39.4% |
| 3Y | +306.3% | -20.2% | +326.4% | +318.1% |
| 5Y | +100.5% | -48.4% | +148.9% | +112.6% |
| All | +77.7% | -75.9% | +153.6% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling