+2,646.7%
TSLA vs CNH
+64.7%
+2,582.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.0% | -10.0% | -7.3% |
| 7D | +1.5% | +23.3% | -21.8% | -6.0% |
| 30D | +10.1% | +33.5% | -23.3% | -1.1% |
| 3M | -15.4% | +32.7% | -48.1% | -24.0% |
| 6M | -12.8% | +22.2% | -35.0% | -20.0% |
| YTD | -21.3% | +57.7% | -79.0% | -34.4% |
| 1Y | +4.6% | +28.0% | -23.4% | -6.5% |
| 3Y | +44.5% | +11.5% | +33.0% | +32.6% |
| 5Y | +44.8% | +11.9% | +32.9% | +31.4% |
| 10Y | +2,585.4% | +162.8% | +2,422.6% | +1,791.1% |
| All | +2,646.7% | +64.7% | +2,582.0% | +1,754.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling