+120.4%
MSTR vs CPRT
-7.1%
+127.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.8% |
| 7D | +12.2% | +2.2% | +10.0% | +10.2% |
| 30D | +45.2% | +16.6% | +28.5% | +23.6% |
| 3M | +10.4% | +9.6% | +0.8% | -3.2% |
| 6M | -2.5% | -11.1% | +8.6% | +8.3% |
| YTD | -6.0% | -13.9% | +7.8% | +7.0% |
| 1Y | -56.4% | -32.5% | -23.9% | -33.4% |
| 3Y | +306.3% | -25.0% | +331.3% | +397.7% |
| All | +120.4% | -7.1% | +127.5% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling