+33.6%
TSLA vs CDE
+807.6%
-774.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +3.2% | -3.1% | +6.3% | +3.7% |
| 30D | +11.6% | +9.5% | +2.1% | +9.7% |
| 3M | -8.4% | +25.5% | -33.9% | -12.4% |
| 6M | -10.4% | -7.9% | -2.5% | -10.8% |
| YTD | -18.7% | +15.6% | -34.3% | -22.7% |
| 1Y | -0.9% | +34.0% | -35.0% | -9.0% |
| 3Y | +33.6% | +791.9% | -758.3% | -7.9% |
| All | +33.6% | +807.6% | -774.0% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling