+23,015.9%
TSLA vs CMG
+1,183.3%
+21,832.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.4% | -1.5% | +4.9% | +4.0% |
| 30D | +12.0% | +12.7% | -0.7% | +5.9% |
| 3M | -10.0% | +26.3% | -36.2% | -20.7% |
| 6M | -7.2% | +4.5% | -11.7% | -11.6% |
| YTD | -18.1% | -0.1% | -18.0% | -20.7% |
| 1Y | +6.3% | -6.8% | +13.1% | +4.6% |
| 3Y | +48.2% | -5.0% | +53.1% | +43.1% |
| 5Y | +46.5% | -3.0% | +49.5% | +38.6% |
| 10Y | +2,698.1% | +323.6% | +2,374.6% | +1,409.7% |
| All | +23,015.9% | +1,183.3% | +21,832.6% | +7,706.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling