+570.4%
MSTR vs CVE
+136.1%
+434.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.2% | -16.1% | +14.9% | +2.5% |
| 30D | -15.9% | -10.4% | -5.6% | -14.2% |
| 3M | +33.1% | -2.4% | +35.5% | +32.7% |
| 6M | -31.0% | -4.4% | -26.6% | -31.3% |
| YTD | -15.1% | +64.9% | -80.1% | -26.2% |
| 1Y | -45.6% | +66.0% | -111.7% | -52.8% |
| 3Y | +180.5% | +57.7% | +122.9% | +143.4% |
| 5Y | +61.7% | +144.7% | -83.1% | +29.0% |
| All | +570.4% | +136.1% | +434.3% | +344.5% |
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