+10.9%
TSLA vs CEG
+717.5%
-706.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +3.4% | +6.7% | -3.3% | +1.1% |
| 30D | +12.0% | +11.0% | +1.1% | +8.1% |
| 3M | -10.0% | +19.5% | -29.5% | -15.5% |
| 6M | -7.2% | -5.9% | -1.3% | -6.9% |
| YTD | -18.1% | -15.0% | -3.2% | -15.8% |
| 1Y | +6.3% | +0.6% | +5.6% | +2.6% |
| 3Y | +48.2% | +180.6% | -132.5% | -11.2% |
| All | +10.9% | +717.5% | -706.6% | -49.5% |
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