+1,467.1%
MSTR vs CVE
+67.4%
+1,399.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.6% | +12.7% | +7.1% |
| 7D | -1.8% | -12.1% | +10.3% | +1.2% |
| 30D | -13.3% | -9.8% | -3.5% | -11.4% |
| 3M | +46.0% | -0.7% | +46.7% | +44.7% |
| 6M | -22.4% | -4.3% | -18.1% | -22.9% |
| YTD | -6.2% | +70.6% | -76.8% | -20.7% |
| 1Y | -42.3% | +73.2% | -115.4% | -51.5% |
| 3Y | +214.0% | +60.3% | +153.7% | +166.4% |
| 5Y | +78.2% | +159.3% | -81.1% | +32.9% |
| 10Y | +649.6% | +147.4% | +502.2% | +379.4% |
| All | +1,467.1% | +67.4% | +1,399.7% | +1,028.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling