+7.9%
TSLA vs CEG
+583.3%
-575.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +2.9% |
| 7D | -10.4% | -4.7% | -5.7% | -9.0% |
| 30D | -5.2% | -16.6% | +11.4% | +0.3% |
| 3M | +12.1% | -4.1% | +16.2% | +12.6% |
| 6M | -10.2% | -22.3% | +12.2% | -4.0% |
| YTD | -20.3% | -28.9% | +8.6% | -13.7% |
| 1Y | -19.7% | -28.5% | +8.8% | -13.4% |
| 3Y | +63.4% | +104.3% | -40.9% | +9.9% |
| All | +7.9% | +583.3% | -575.4% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling