+3,009.1%
TSLA vs CME
+297.2%
+2,711.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.2% |
| 7D | +1.5% | +2.5% | -1.0% | +0.6% |
| 30D | +3.4% | +13.9% | -10.5% | -1.4% |
| 3M | +17.4% | +22.4% | -4.9% | +9.0% |
| 6M | -12.2% | +12.9% | -25.1% | -16.7% |
| YTD | -13.1% | +19.6% | -32.7% | -20.2% |
| 1Y | -11.1% | +17.7% | -28.8% | -18.0% |
| 3Y | +82.1% | +65.3% | +16.8% | +38.4% |
| 5Y | +10.3% | +75.1% | -64.9% | -19.9% |
| 10Y | +3,009.1% | +305.8% | +2,703.4% | +1,686.4% |
| All | +3,009.1% | +297.2% | +2,711.9% | +1,686.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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