+80.0%
TSLA vs CME
+62.0%
+18.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.4% |
| 7D | -6.4% | -0.6% | -5.8% | -6.6% |
| 30D | -1.2% | +8.5% | -9.8% | +2.3% |
| 3M | +15.1% | +16.0% | -1.0% | +22.6% |
| 6M | -11.7% | +9.3% | -21.1% | -7.1% |
| YTD | -15.9% | +15.3% | -31.2% | -9.3% |
| 1Y | -12.0% | +14.4% | -26.4% | -5.2% |
| 3Y | +80.0% | +59.9% | +20.1% | +119.3% |
| All | +80.0% | +62.0% | +18.0% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling