+49.9%
MSTR vs CPRT
-17.4%
+67.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +1.4% |
| 7D | -1.2% | +6.0% | -7.3% | -7.3% |
| 30D | -15.9% | +20.0% | -36.0% | -31.5% |
| 3M | +33.1% | +10.1% | +23.0% | +17.7% |
| 6M | -31.0% | -4.3% | -26.7% | -31.3% |
| YTD | -15.1% | -18.4% | +3.2% | +0.6% |
| 1Y | -45.6% | -20.1% | -25.6% | -34.4% |
| 3Y | +180.5% | -30.4% | +210.9% | +268.2% |
| All | +49.9% | -17.4% | +67.3% | +19.5% |
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