+526.8%
MSTR vs CPRT
+382.0%
+144.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | -10.7% | +4.0% | -14.7% | -13.2% |
| 30D | -21.6% | +18.2% | -39.8% | -31.2% |
| 3M | +24.4% | +9.2% | +15.2% | +15.2% |
| 6M | -35.5% | -4.8% | -30.6% | -35.2% |
| YTD | -20.3% | -17.5% | -2.8% | -11.4% |
| 1Y | -49.3% | -22.0% | -27.3% | -41.3% |
| 3Y | +137.8% | -33.7% | +171.5% | +212.6% |
| 5Y | +48.3% | -15.0% | +63.3% | +60.4% |
| 10Y | +526.8% | +385.2% | +141.6% | +257.4% |
| All | +526.8% | +382.0% | +144.8% | +257.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling