+49.9%
TSLA vs CBOE
+148.7%
-98.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +3.0% | -0.8% | +3.8% | +3.0% |
| 30D | +11.2% | +2.7% | +8.5% | +11.1% |
| 3M | -7.3% | +0.7% | -8.0% | -7.1% |
| 6M | -7.7% | -2.0% | -5.8% | -7.3% |
| YTD | -18.2% | +17.1% | -35.4% | -19.3% |
| 1Y | +6.0% | +26.5% | -20.5% | +3.6% |
| 3Y | +48.0% | +96.1% | -48.1% | +14.7% |
| All | +49.9% | +148.7% | -98.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling