+308.9%
MSTR vs CVE
+72.1%
+236.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | +12.2% | +2.5% | +9.7% | +11.0% |
| 30D | +45.2% | +16.7% | +28.4% | +35.7% |
| 3M | +10.4% | +9.3% | +1.1% | +5.6% |
| 6M | -2.5% | +43.6% | -46.1% | -20.5% |
| YTD | -6.0% | +93.6% | -99.6% | -34.9% |
| 1Y | -56.4% | +98.8% | -155.2% | -70.4% |
| All | +308.9% | +72.1% | +236.8% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling