+3,185.6%
TSLA vs CI
+145.6%
+3,040.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | +15.6% | -1.7% | +17.4% | +16.1% |
| 30D | +5.9% | +4.9% | +1.1% | +4.3% |
| 3M | +21.4% | +7.4% | +14.0% | +18.5% |
| 6M | -8.3% | +0.4% | -8.7% | -9.3% |
| YTD | -11.6% | +9.5% | -21.1% | -15.1% |
| 1Y | -7.7% | +12.0% | -19.7% | -12.1% |
| 3Y | +85.2% | +7.1% | +78.1% | +70.8% |
| 5Y | +15.4% | +49.3% | -34.0% | -7.5% |
| All | +3,185.6% | +145.6% | +3,040.0% | +1,815.5% |
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