+10.8%
TSLA vs CNP
+74.6%
-63.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.4% |
| 7D | -6.4% | -4.3% | -2.1% | -5.3% |
| 30D | -1.2% | +5.7% | -6.9% | -2.5% |
| 3M | +15.1% | +0.9% | +14.1% | +14.8% |
| 6M | -11.7% | -1.1% | -10.7% | -12.0% |
| YTD | -15.9% | +8.3% | -24.2% | -19.0% |
| 1Y | -12.0% | +5.9% | -17.9% | -14.6% |
| 3Y | +80.0% | +64.6% | +15.4% | +45.6% |
| 5Y | +10.8% | +74.6% | -63.8% | -9.1% |
| All | +10.8% | +74.6% | -63.8% | -9.1% |
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