+736.9%
MSTR vs CVE
+159.5%
+577.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +12.2% | +2.5% | +9.7% | +11.5% |
| 30D | +45.2% | +16.7% | +28.4% | +39.9% |
| 3M | +10.4% | +9.3% | +1.1% | +7.7% |
| 6M | -2.5% | +43.6% | -46.1% | -11.6% |
| YTD | -6.0% | +93.6% | -99.6% | -20.5% |
| 1Y | -56.4% | +98.8% | -155.2% | -63.4% |
| 3Y | +306.3% | +73.6% | +232.7% | +246.4% |
| 5Y | +100.5% | +312.5% | -212.0% | +47.5% |
| All | +736.9% | +159.5% | +577.4% | +428.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling