+1,252.0%
MSTR vs CPRT
+16,661.8%
-15,409.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +12.2% | +2.2% | +10.0% | +11.5% |
| 30D | +45.2% | +16.6% | +28.5% | +37.1% |
| 3M | +10.4% | +9.6% | +0.8% | +5.7% |
| 6M | -2.5% | -11.1% | +8.6% | +1.1% |
| YTD | -6.0% | -13.9% | +7.8% | -1.5% |
| 1Y | -56.4% | -32.5% | -23.9% | -49.9% |
| 3Y | +306.3% | -25.0% | +331.3% | +352.6% |
| 5Y | +100.5% | -7.4% | +107.9% | +115.1% |
| 10Y | +741.1% | +422.0% | +319.1% | +432.8% |
| All | +1,252.0% | +16,661.8% | -15,409.8% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling