-13.3%
TSLA vs CCJ
-26.2%
+12.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | -4.7% | -14.5% | +9.8% | +0.4% |
| 30D | +1.7% | -18.1% | +19.8% | +8.5% |
| 3M | +17.7% | -23.0% | +40.7% | +28.0% |
| 6M | -1.9% | -39.4% | +37.5% | +13.5% |
| YTD | -14.3% | -21.7% | +7.3% | -10.2% |
| 1Y | -13.3% | -25.9% | +12.6% | -7.1% |
| All | -13.3% | -26.2% | +12.9% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling