+3,125.8%
TSLA vs CME
+308.7%
+2,817.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +8.9% | +3.9% | +5.0% | +7.5% |
| 30D | +6.3% | +11.3% | -5.1% | +2.2% |
| 3M | +14.8% | +19.6% | -4.8% | +7.4% |
| 6M | -12.4% | +8.1% | -20.4% | -15.4% |
| YTD | -13.2% | +20.4% | -33.6% | -20.5% |
| 1Y | -2.9% | +16.5% | -19.4% | -10.0% |
| 3Y | +74.4% | +66.4% | +8.0% | +32.1% |
| 5Y | +13.3% | +74.5% | -61.2% | -17.5% |
| All | +3,125.8% | +308.7% | +2,817.1% | +1,697.5% |
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