+4.6%
TSLA vs CEG
-3.0%
+7.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.9% | -10.8% | -7.0% |
| 7D | +1.5% | +8.0% | -6.5% | -0.5% |
| 30D | +10.1% | +12.9% | -2.8% | +6.7% |
| 3M | -15.4% | +13.2% | -28.5% | -18.2% |
| 6M | -12.8% | -7.0% | -5.8% | -12.4% |
| YTD | -21.3% | -15.0% | -6.3% | -19.4% |
| 1Y | +4.6% | -2.7% | +7.3% | +2.8% |
| All | +4.6% | -3.0% | +7.6% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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