+2,883.7%
TSLA vs CNH
+134.0%
+2,749.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.9% | -5.4% | +1.3% |
| 7D | -6.4% | +8.6% | -14.9% | -9.2% |
| 30D | -1.2% | +12.6% | -13.8% | -5.8% |
| 3M | +15.1% | +17.5% | -2.5% | +6.2% |
| 6M | -11.7% | +18.1% | -29.8% | -19.1% |
| YTD | -15.9% | +40.4% | -56.3% | -29.3% |
| 1Y | -12.0% | +34.0% | -46.0% | -24.8% |
| 3Y | +80.0% | +35.3% | +44.7% | +49.4% |
| 5Y | +10.8% | -5.1% | +15.9% | +4.1% |
| 10Y | +2,883.7% | +124.0% | +2,759.6% | +2,023.8% |
| All | +2,883.7% | +134.0% | +2,749.7% | +2,023.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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