+17,370.0%
TSLA vs CG
+306.4%
+17,063.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.6% | -1.0% | +2.1% |
| 7D | -6.4% | +3.0% | -9.4% | -7.8% |
| 30D | -1.2% | +10.1% | -11.3% | -6.3% |
| 3M | +15.1% | -10.8% | +25.9% | +21.5% |
| 6M | -11.7% | -15.2% | +3.5% | -5.0% |
| YTD | -15.9% | -26.9% | +11.0% | -3.5% |
| 1Y | -12.0% | -17.0% | +5.1% | -5.8% |
| 3Y | +80.0% | +54.6% | +25.4% | +37.9% |
| 5Y | +10.8% | -16.7% | +27.6% | +11.2% |
| 10Y | +2,883.7% | +320.1% | +2,563.5% | +1,461.2% |
| All | +17,370.0% | +306.4% | +17,063.5% | +8,992.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling