+32.9%
TSLA vs CMI
+147.2%
-114.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | -3.4% | +0.8% | -4.2% | -4.0% |
| 30D | +9.2% | -12.8% | +22.0% | +18.6% |
| 3M | -4.7% | -12.4% | +7.7% | +2.4% |
| 6M | -8.9% | -0.9% | -8.1% | -11.5% |
| YTD | -19.2% | +8.9% | -28.0% | -28.0% |
| 1Y | +4.5% | +37.7% | -33.2% | -23.8% |
| All | +32.9% | +147.2% | -114.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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