+2,883.7%
TSLA vs CFG
+248.3%
+2,635.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +4.2% |
| 7D | -6.4% | +0.3% | -6.6% | -6.4% |
| 30D | -1.2% | +3.2% | -4.4% | -2.5% |
| 3M | +15.1% | -9.7% | +24.8% | +20.1% |
| 6M | -11.7% | +3.6% | -15.4% | -13.4% |
| YTD | -15.9% | +14.7% | -30.6% | -21.6% |
| 1Y | -12.0% | +29.6% | -41.6% | -22.4% |
| 3Y | +80.0% | +190.6% | -110.5% | +13.3% |
| 5Y | +10.8% | +67.1% | -56.3% | -14.9% |
| 10Y | +2,883.7% | +237.0% | +2,646.7% | +1,935.3% |
| All | +2,883.7% | +248.3% | +2,635.4% | +1,935.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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