+6.0%
TSLA vs CME
+9.3%
-3.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.4% |
| 7D | +3.0% | -0.6% | +3.7% | +2.7% |
| 30D | +11.2% | +4.7% | +6.5% | +13.3% |
| 3M | -7.3% | +7.8% | -15.1% | -3.2% |
| 6M | -7.7% | -11.0% | +3.2% | -9.8% |
| YTD | -18.2% | +4.0% | -22.2% | -15.4% |
| 1Y | +6.0% | +9.1% | -3.1% | +13.8% |
| All | +6.0% | +9.3% | -3.3% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling