+572.4%
MSTR vs CVE
+137.5%
+434.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.5% | -8.7% |
| 7D | -8.7% | -14.1% | +5.4% | -5.8% |
| 30D | -21.4% | -11.6% | -9.8% | -19.5% |
| 3M | +31.4% | 0.0% | +31.4% | +30.3% |
| 6M | -30.8% | -8.4% | -22.4% | -30.4% |
| YTD | -14.9% | +65.9% | -80.8% | -26.0% |
| 1Y | -49.3% | +69.4% | -118.7% | -56.2% |
| 3Y | +184.8% | +55.9% | +128.9% | +147.6% |
| 5Y | +62.1% | +146.2% | -84.0% | +29.2% |
| All | +572.4% | +137.5% | +434.8% | +345.2% |
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