+121.1%
MSTR vs CPRT
-34.3%
+155.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -13.4% | -0.4% | -13.1% | -13.2% |
| 30D | -22.1% | +21.2% | -43.2% | -30.7% |
| 3M | +15.0% | +8.3% | +6.7% | +9.8% |
| 6M | -37.3% | -3.4% | -33.9% | -36.4% |
| YTD | -26.5% | -18.7% | -7.8% | -15.7% |
| 1Y | -46.5% | -23.5% | -23.0% | -35.6% |
| 3Y | +121.1% | -34.2% | +155.2% | +264.3% |
| All | +121.1% | -34.3% | +155.4% | +264.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling