+63.4%
TSLA vs CI
0.0%
+63.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +4.1% |
| 7D | -10.4% | -1.6% | -8.8% | -10.4% |
| 30D | -5.2% | +5.4% | -10.6% | -5.0% |
| 3M | +12.1% | +7.3% | +4.9% | +12.3% |
| 6M | -10.2% | +5.3% | -15.5% | -10.0% |
| YTD | -20.3% | +8.5% | -28.8% | -20.3% |
| 1Y | -19.7% | +17.1% | -36.8% | -19.7% |
| 3Y | +63.4% | +1.4% | +62.0% | +71.0% |
| All | +63.4% | 0.0% | +63.4% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling