-2.9%
TSLA vs CG
-25.8%
+22.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.9% | -2.2% |
| 7D | +8.9% | +0.2% | +8.8% | +8.7% |
| 30D | +6.3% | +11.2% | -4.9% | +2.8% |
| 3M | +14.8% | -22.1% | +36.9% | +25.0% |
| 6M | -12.4% | -17.9% | +5.6% | -6.2% |
| YTD | -13.2% | -31.3% | +18.1% | -3.0% |
| 1Y | -2.9% | -24.0% | +21.0% | +6.0% |
| All | -2.9% | -25.8% | +22.9% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling