+16,262.3%
TSLA vs CG
+351.2%
+15,911.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.1% |
| 7D | +1.5% | -4.3% | +5.8% | +3.9% |
| 30D | +10.1% | -5.1% | +15.2% | +13.1% |
| 3M | -15.4% | +8.7% | -24.1% | -19.4% |
| 6M | -12.8% | -9.2% | -3.5% | -9.2% |
| YTD | -21.3% | -18.9% | -2.4% | -14.0% |
| 1Y | +4.6% | -25.6% | +30.2% | +18.4% |
| 3Y | +44.5% | +57.3% | -12.8% | +10.1% |
| 5Y | +44.8% | +10.2% | +34.6% | +27.9% |
| 10Y | +2,585.4% | +364.2% | +2,221.2% | +1,238.7% |
| All | +16,262.3% | +351.2% | +15,911.1% | +8,008.1% |
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