+308.9%
MSTR vs CPRT
-25.5%
+334.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +12.2% | +2.2% | +10.0% | +10.9% |
| 30D | +45.2% | +16.6% | +28.5% | +32.6% |
| 3M | +10.4% | +9.6% | +0.8% | +3.0% |
| 6M | -2.5% | -11.1% | +8.6% | +6.4% |
| YTD | -6.0% | -13.9% | +7.8% | +4.6% |
| 1Y | -56.4% | -32.5% | -23.9% | -40.5% |
| All | +308.9% | -25.5% | +334.4% | +435.0% |
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