+3,125.8%
TSLA vs CI
+146.2%
+2,979.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | +8.9% | +1.2% | +7.8% | +8.6% |
| 30D | +6.3% | +2.6% | +3.7% | +5.3% |
| 3M | +14.8% | +7.4% | +7.4% | +12.1% |
| 6M | -12.4% | -0.1% | -12.3% | -13.2% |
| YTD | -13.2% | +9.7% | -23.0% | -16.7% |
| 1Y | -2.9% | +12.1% | -15.1% | -7.6% |
| 3Y | +74.4% | +7.0% | +67.4% | +61.0% |
| 5Y | +13.3% | +49.7% | -36.4% | -9.3% |
| All | +3,125.8% | +146.2% | +2,979.7% | +1,779.4% |
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