+2,698.1%
TSLA vs CI
+142.6%
+2,555.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.5% |
| 7D | +3.4% | -2.0% | +5.4% | +4.0% |
| 30D | +12.0% | -1.8% | +13.9% | +12.5% |
| 3M | -10.0% | -4.2% | -5.7% | -9.4% |
| 6M | -7.2% | +2.7% | -9.9% | -8.9% |
| YTD | -18.1% | +1.9% | -20.1% | -19.6% |
| 1Y | +6.3% | -6.3% | +12.5% | +6.1% |
| 3Y | +48.2% | +3.9% | +44.3% | +37.7% |
| 5Y | +46.5% | +41.9% | +4.6% | +19.5% |
| 10Y | +2,698.1% | +140.4% | +2,557.7% | +1,641.6% |
| All | +2,698.1% | +142.6% | +2,555.6% | +1,641.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling