+2,973.5%
TSLA vs CNP
+143.3%
+2,830.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -4.7% | -3.0% | -1.7% | -3.5% |
| 30D | -0.8% | +6.8% | -7.6% | -3.1% |
| 3M | +14.8% | +3.6% | +11.1% | +13.3% |
| 6M | -11.3% | 0.0% | -11.3% | -11.9% |
| YTD | -15.6% | +9.4% | -25.0% | -19.3% |
| 1Y | -14.7% | +6.8% | -21.5% | -17.8% |
| 3Y | +76.9% | +64.2% | +12.8% | +41.6% |
| 5Y | +6.7% | +76.0% | -69.3% | -17.7% |
| 10Y | +2,973.5% | +143.3% | +2,830.2% | +1,932.7% |
| All | +2,973.5% | +143.3% | +2,830.2% | +1,932.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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