+2,973.5%
TSLA vs CI
+147.8%
+2,825.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -0.2% |
| 7D | -4.7% | +2.6% | -7.3% | -5.4% |
| 30D | -0.8% | +7.3% | -8.1% | -2.8% |
| 3M | +14.8% | +9.5% | +5.3% | +11.6% |
| 6M | -11.3% | +6.4% | -17.8% | -13.8% |
| YTD | -15.6% | +12.0% | -27.6% | -19.4% |
| 1Y | -14.7% | +20.1% | -34.8% | -20.4% |
| 3Y | +76.9% | +9.6% | +67.4% | +62.3% |
| 5Y | +6.7% | +52.7% | -46.0% | -14.9% |
| 10Y | +2,973.5% | +150.3% | +2,823.2% | +1,733.0% |
| All | +2,973.5% | +147.8% | +2,825.6% | +1,733.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling