-13.3%
TSLA vs CDE
+0.7%
-14.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.7% | -12.1% | -5.2% |
| 7D | -4.7% | +1.1% | -5.8% | -5.1% |
| 30D | +1.7% | -14.5% | +16.2% | +4.9% |
| 3M | +17.7% | -10.1% | +27.7% | +19.1% |
| 6M | -1.9% | -16.9% | +15.0% | +0.3% |
| YTD | -14.3% | -18.1% | +3.8% | -15.5% |
| 1Y | -13.3% | +5.6% | -18.9% | -20.7% |
| All | -13.3% | +0.7% | -14.0% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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