+2,698.1%
TSLA vs CNH
+152.9%
+2,545.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.6% | +9.5% | +6.1% |
| 7D | +3.4% | +8.8% | -5.4% | -0.5% |
| 30D | +12.0% | +24.7% | -12.6% | +1.7% |
| 3M | -10.0% | +27.3% | -37.3% | -19.2% |
| 6M | -7.2% | +23.2% | -30.4% | -16.3% |
| YTD | -18.1% | +48.9% | -67.1% | -32.2% |
| 1Y | +6.3% | +19.4% | -13.1% | -4.2% |
| 3Y | +48.2% | +7.8% | +40.4% | +35.5% |
| 5Y | +46.5% | +8.7% | +37.8% | +31.9% |
| 10Y | +2,698.1% | +149.5% | +2,548.6% | +1,833.0% |
| All | +2,698.1% | +152.9% | +2,545.2% | +1,833.0% |
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