+23,636.9%
TSLA vs CME
+901.2%
+22,735.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.7% |
| 7D | -6.4% | -0.6% | -5.8% | -6.2% |
| 30D | -1.2% | +8.5% | -9.8% | -4.6% |
| 3M | +15.1% | +16.0% | -1.0% | +7.9% |
| 6M | -11.7% | +9.3% | -21.1% | -16.1% |
| YTD | -15.9% | +15.3% | -31.2% | -22.6% |
| 1Y | -12.0% | +14.4% | -26.4% | -18.8% |
| 3Y | +80.0% | +59.9% | +20.1% | +37.1% |
| 5Y | +10.8% | +69.4% | -58.6% | -18.9% |
| 10Y | +2,883.7% | +299.5% | +2,584.2% | +1,302.9% |
| All | +23,636.9% | +901.2% | +22,735.7% | +6,304.8% |
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 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