+63.4%
TSLA vs CNH
+7.0%
+56.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.5% | +3.3% |
| 7D | -10.4% | -1.7% | -8.7% | -9.8% |
| 30D | -5.2% | -7.2% | +2.0% | -3.1% |
| 3M | +12.1% | +6.5% | +5.6% | +7.8% |
| 6M | -10.2% | +7.9% | -18.0% | -14.3% |
| YTD | -20.3% | +26.6% | -46.9% | -29.9% |
| 1Y | -19.7% | +13.8% | -33.4% | -26.3% |
| 3Y | +63.4% | +9.2% | +54.2% | +48.6% |
| All | +63.4% | +7.0% | +56.3% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling