+10.8%
TSLA vs CEG
+703.5%
-692.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | +3.0% | +1.3% | +1.7% | +2.4% |
| 30D | +11.2% | +8.8% | +2.3% | +7.9% |
| 3M | -7.3% | +17.0% | -24.2% | -12.4% |
| 6M | -7.7% | -8.7% | +1.0% | -6.5% |
| YTD | -18.2% | -16.4% | -1.8% | -15.4% |
| 1Y | +6.0% | -1.8% | +7.8% | +3.1% |
| 3Y | +48.0% | +175.8% | -127.8% | -10.8% |
| All | +10.8% | +703.5% | -692.6% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling