+2,698.1%
TSLA vs CFG
+313.6%
+2,384.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.5% |
| 7D | +3.4% | +2.7% | +0.7% | +2.2% |
| 30D | +12.0% | -3.7% | +15.7% | +13.7% |
| 3M | -10.0% | +9.5% | -19.4% | -13.6% |
| 6M | -7.2% | +22.2% | -29.4% | -15.4% |
| YTD | -18.1% | +22.3% | -40.5% | -25.7% |
| 1Y | +6.3% | +39.4% | -33.2% | -9.3% |
| 3Y | +48.2% | +188.5% | -140.3% | -6.4% |
| 5Y | +46.5% | +101.5% | -55.0% | +5.0% |
| 10Y | +2,698.1% | +308.6% | +2,389.5% | +1,536.8% |
| All | +2,698.1% | +313.6% | +2,384.5% | +1,536.8% |
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