+23,015.9%
TSLA vs CMI
+1,094.4%
+21,921.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.8% | +3.9% |
| 7D | +3.4% | +1.9% | +1.5% | +2.2% |
| 30D | +12.0% | -12.5% | +24.6% | +20.0% |
| 3M | -10.0% | -16.2% | +6.2% | -1.7% |
| 6M | -7.2% | +4.9% | -12.1% | -11.0% |
| YTD | -18.1% | +11.1% | -29.3% | -24.6% |
| 1Y | +6.3% | +43.4% | -37.1% | -15.4% |
| 3Y | +48.2% | +154.1% | -105.9% | -12.7% |
| 5Y | +46.5% | +169.5% | -123.0% | -16.9% |
| 10Y | +2,698.1% | +503.8% | +2,194.4% | +903.5% |
| All | +23,015.9% | +1,094.4% | +21,921.6% | +5,150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling