+22,131.9%
TSLA vs CME
+820.5%
+21,311.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.7% | -5.8% |
| 7D | +1.5% | -1.6% | +3.1% | +2.2% |
| 30D | +10.1% | +6.2% | +3.9% | +7.4% |
| 3M | -15.4% | +10.4% | -25.8% | -19.5% |
| 6M | -12.8% | -9.5% | -3.2% | -10.4% |
| YTD | -21.3% | +6.0% | -27.3% | -24.7% |
| 1Y | +4.6% | +9.3% | -4.7% | -1.8% |
| 3Y | +44.5% | +57.7% | -13.1% | +10.1% |
| 5Y | +44.8% | +77.7% | -32.9% | +2.9% |
| 10Y | +2,585.4% | +281.2% | +2,304.2% | +1,184.2% |
| All | +22,131.9% | +820.5% | +21,311.4% | +6,126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling