+2,006.4%
TSLA vs CFG
+396.4%
+1,610.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.9% | -5.9% |
| 7D | +1.5% | +1.5% | 0.0% | +0.8% |
| 30D | +10.1% | -3.8% | +13.9% | +11.9% |
| 3M | -15.4% | +11.5% | -26.9% | -19.4% |
| 6M | -12.8% | +19.2% | -32.0% | -19.6% |
| YTD | -21.3% | +23.7% | -45.0% | -28.9% |
| 1Y | +4.6% | +38.8% | -34.3% | -10.6% |
| 3Y | +44.5% | +178.9% | -134.4% | -7.6% |
| 5Y | +44.8% | +101.8% | -57.0% | +3.7% |
| 10Y | +2,585.4% | +317.3% | +2,268.1% | +1,174.4% |
| All | +2,006.4% | +396.4% | +1,610.1% | +824.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling