+63.4%
TSLA vs CFG
+168.6%
-105.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.2% | +4.8% |
| 7D | -10.4% | -0.9% | -9.5% | -9.8% |
| 30D | -5.2% | +1.1% | -6.3% | -5.8% |
| 3M | +12.1% | -12.0% | +24.1% | +21.1% |
| 6M | -10.2% | -2.2% | -7.9% | -9.7% |
| YTD | -20.3% | +11.4% | -31.8% | -27.5% |
| 1Y | -19.7% | +27.8% | -47.5% | -33.9% |
| 3Y | +63.4% | +173.3% | -109.9% | -11.3% |
| All | +63.4% | +168.6% | -105.3% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling