+41.1%
TSLA vs CI
+42.7%
-1.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.7% |
| 7D | +1.5% | +1.3% | +0.2% | +1.3% |
| 30D | +10.1% | +4.4% | +5.7% | +9.4% |
| 3M | -15.4% | +0.7% | -16.0% | -15.8% |
| 6M | -12.8% | +0.3% | -13.1% | -13.3% |
| YTD | -21.3% | +3.8% | -25.1% | -22.2% |
| 1Y | +4.6% | -5.5% | +10.1% | +4.7% |
| 3Y | +44.5% | +8.1% | +36.4% | +35.1% |
| All | +41.1% | +42.7% | -1.6% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling