+24,440.0%
TSLA vs CNP
+439.1%
+24,000.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | +1.5% | -0.1% | +1.6% | +1.6% |
| 30D | +3.4% | +5.0% | -1.7% | +1.5% |
| 3M | +17.4% | +2.7% | +14.8% | +16.2% |
| 6M | -12.2% | -1.9% | -10.3% | -12.1% |
| YTD | -13.1% | +8.8% | -21.9% | -16.9% |
| 1Y | -11.1% | +5.6% | -16.7% | -14.1% |
| 3Y | +82.1% | +63.2% | +18.9% | +45.0% |
| 5Y | +10.3% | +73.8% | -63.5% | -15.2% |
| 10Y | +3,009.1% | +144.0% | +2,865.1% | +1,810.6% |
| All | +24,440.0% | +439.1% | +24,000.9% | +10,578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling