+15.4%
TSLA vs CCJ
+166.4%
-151.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.9% |
| 7D | +15.6% | +5.0% | +10.6% | +13.6% |
| 30D | +5.9% | -16.7% | +22.6% | +12.9% |
| 3M | +21.4% | -27.5% | +48.9% | +35.5% |
| 6M | -8.3% | -38.6% | +30.3% | +8.1% |
| YTD | -11.6% | -21.5% | +9.9% | -6.5% |
| 1Y | -7.7% | -22.3% | +14.6% | -2.2% |
| 3Y | +85.2% | +69.9% | +15.3% | +34.0% |
| 5Y | +15.4% | +163.6% | -148.2% | -38.2% |
| All | +15.4% | +166.4% | -151.0% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling