+3,185.6%
TSLA vs CNH
+107.0%
+3,078.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +3.3% |
| 7D | +15.6% | +6.4% | +9.2% | +12.7% |
| 30D | +5.9% | -1.6% | +7.6% | +6.3% |
| 3M | +21.4% | +11.6% | +9.8% | +14.1% |
| 6M | -8.3% | +12.5% | -20.8% | -14.5% |
| YTD | -11.6% | +31.1% | -42.7% | -23.8% |
| 1Y | -7.7% | +17.0% | -24.7% | -16.7% |
| 3Y | +85.2% | +28.7% | +56.4% | +56.3% |
| 5Y | +15.4% | -17.4% | +32.8% | +14.0% |
| All | +3,185.6% | +107.0% | +3,078.6% | +2,231.3% |
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