+38.0%
TSLA vs CB
+74.5%
-36.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -6.1% |
| 7D | +1.5% | +0.5% | +1.0% | +1.6% |
| 30D | +10.1% | -3.1% | +13.2% | +9.8% |
| 3M | -15.4% | +9.0% | -24.3% | -15.5% |
| 6M | -12.8% | +2.9% | -15.6% | -12.6% |
| YTD | -21.3% | +10.1% | -31.4% | -21.7% |
| 1Y | +4.6% | +22.8% | -18.2% | +2.4% |
| All | +38.0% | +74.5% | -36.4% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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