+34.4%
TSLA vs CBOE
+96.4%
-62.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.3% |
| 7D | +3.0% | -0.8% | +3.8% | +2.8% |
| 30D | +11.2% | +2.7% | +8.5% | +12.4% |
| 3M | -7.3% | +0.7% | -8.0% | -5.9% |
| 6M | -7.7% | -2.0% | -5.8% | -5.6% |
| YTD | -18.2% | +17.1% | -35.4% | -9.5% |
| 1Y | +6.0% | +26.5% | -20.5% | +22.0% |
| All | +34.4% | +96.4% | -62.0% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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