+46.3%
TSLA vs CCJ
+354.8%
-308.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.6% |
| 7D | +3.4% | +5.9% | -2.5% | +1.4% |
| 30D | +12.0% | +4.7% | +7.3% | +10.2% |
| 3M | -10.0% | -3.3% | -6.7% | -9.3% |
| 6M | -7.2% | -7.0% | -0.2% | -6.1% |
| YTD | -18.1% | +11.5% | -29.6% | -23.0% |
| 1Y | +6.3% | +32.3% | -26.0% | -7.9% |
| 3Y | +48.2% | +176.8% | -128.7% | -7.2% |
| All | +46.3% | +354.8% | -308.5% | -28.3% |
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