+2,650.1%
TSLA vs CCJ
+1,074.4%
+1,575.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.2% |
| 7D | -3.4% | -3.2% | -0.2% | -2.4% |
| 30D | +9.2% | -1.3% | +10.6% | +9.6% |
| 3M | -4.7% | +2.5% | -7.2% | -5.7% |
| 6M | -8.9% | -18.9% | +9.9% | -3.6% |
| YTD | -19.2% | +6.5% | -25.6% | -22.5% |
| 1Y | +4.5% | +22.8% | -18.3% | -6.3% |
| 3Y | +46.3% | +164.5% | -118.2% | -3.1% |
| 5Y | +48.1% | +303.7% | -255.6% | -19.0% |
| All | +2,650.1% | +1,074.4% | +1,575.7% | +943.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling