+1,124.1%
MSTR vs CPRT
+16,045.4%
-14,921.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.1% |
| 7D | -8.7% | +9.9% | -18.6% | -12.1% |
| 30D | -21.4% | +21.1% | -42.5% | -27.3% |
| 3M | +31.4% | +12.3% | +19.1% | +25.2% |
| 6M | -30.8% | -2.0% | -28.8% | -31.3% |
| YTD | -14.9% | -17.0% | +2.1% | -10.1% |
| 1Y | -49.3% | -22.5% | -26.8% | -45.1% |
| 3Y | +184.8% | -29.3% | +214.1% | +222.2% |
| 5Y | +62.1% | -15.6% | +77.7% | +78.5% |
| 10Y | +580.0% | +411.6% | +168.4% | +332.4% |
| All | +1,124.1% | +16,045.4% | -14,921.2% | +192.5% |
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 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