-42.3%
MSTR vs CPRT
-24.7%
-17.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.0% | +0.1% | +3.9% |
| 7D | -1.8% | +12.6% | -14.4% | -4.7% |
| 30D | -13.3% | +18.0% | -31.3% | -17.1% |
| 3M | +46.0% | +11.0% | +35.0% | +45.1% |
| 6M | -22.4% | -2.0% | -20.4% | -21.0% |
| YTD | -6.2% | -16.7% | +10.5% | +0.7% |
| 1Y | -42.3% | -23.9% | -18.4% | -39.3% |
| All | -42.3% | -24.7% | -17.6% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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