+74.4%
TSLA vs CFG
+191.5%
-117.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.2% |
| 7D | +8.9% | +3.2% | +5.7% | +6.8% |
| 30D | +6.3% | +5.1% | +1.2% | +3.1% |
| 3M | +14.8% | -11.2% | +26.0% | +23.4% |
| 6M | -12.4% | +9.6% | -21.9% | -17.9% |
| YTD | -13.2% | +15.0% | -28.2% | -22.5% |
| 1Y | -2.9% | +29.9% | -32.8% | -20.7% |
| 3Y | +74.4% | +192.1% | -117.7% | -7.4% |
| All | +74.4% | +191.5% | -117.1% | -7.4% |
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