+80.0%
TSLA vs CG
+52.0%
+28.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.6% | -1.0% | +1.6% |
| 7D | -6.4% | +3.0% | -9.4% | -8.0% |
| 30D | -1.2% | +10.1% | -11.3% | -7.0% |
| 3M | +15.1% | -10.8% | +25.9% | +22.6% |
| 6M | -11.7% | -15.2% | +3.5% | -3.7% |
| YTD | -15.9% | -26.9% | +11.0% | -0.9% |
| 1Y | -12.0% | -17.0% | +5.1% | -5.4% |
| 3Y | +80.0% | +54.6% | +25.4% | +21.4% |
| All | +80.0% | +52.0% | +28.0% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling