+34.4%
TSLA vs CCJ
+172.7%
-138.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +3.0% | +4.2% | -1.2% | +1.7% |
| 30D | +11.2% | +3.2% | +8.0% | +10.0% |
| 3M | -7.3% | -1.8% | -5.5% | -7.1% |
| 6M | -7.7% | -13.5% | +5.8% | -4.7% |
| YTD | -18.2% | +9.7% | -28.0% | -22.3% |
| 1Y | +6.0% | +30.0% | -24.0% | -6.9% |
| All | +34.4% | +172.7% | -138.2% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling