+47.6%
TSLA vs CMI
+164.8%
-117.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.3% |
| 7D | +3.2% | -0.7% | +3.9% | +3.7% |
| 30D | +11.6% | -12.4% | +24.0% | +21.2% |
| 3M | -8.4% | -14.8% | +6.3% | +0.5% |
| 6M | -10.4% | +0.8% | -11.2% | -13.5% |
| YTD | -18.7% | +10.2% | -28.9% | -27.6% |
| 1Y | -0.9% | +37.4% | -38.3% | -26.0% |
| 3Y | +33.6% | +153.3% | -119.7% | -36.4% |
| All | +47.6% | +164.8% | -117.2% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling