+2,664.3%
TSLA vs CMG
+327.5%
+2,336.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.2% | -2.1% | +5.3% | +4.3% |
| 30D | +11.6% | +10.9% | +0.7% | +5.7% |
| 3M | -8.4% | +15.8% | -24.3% | -17.0% |
| 6M | -10.4% | +6.9% | -17.3% | -16.2% |
| YTD | -18.7% | -2.2% | -16.6% | -20.8% |
| 1Y | -0.9% | -7.1% | +6.2% | -2.7% |
| 3Y | +33.6% | -7.1% | +40.7% | +28.8% |
| 5Y | +48.9% | -4.8% | +53.7% | +38.4% |
| All | +2,664.3% | +327.5% | +2,336.8% | +1,471.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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