+40.9%
TSLA vs CNP
+74.4%
-33.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.7% |
| 7D | +1.5% | +1.1% | +0.4% | +1.3% |
| 30D | +10.1% | -1.8% | +11.9% | +10.5% |
| 3M | -15.4% | -4.6% | -10.7% | -14.9% |
| 6M | -12.8% | -8.8% | -3.9% | -11.2% |
| YTD | -21.3% | +5.2% | -26.5% | -23.7% |
| 1Y | +4.6% | +8.3% | -3.7% | +0.3% |
| 3Y | +44.5% | +54.9% | -10.4% | +19.4% |
| All | +40.9% | +74.4% | -33.5% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling