+2,664.3%
TSLA vs CNQ
+426.2%
+2,238.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +11.6% | +6.2% | +5.4% | +9.4% |
| 3M | -8.4% | +12.4% | -20.8% | -12.4% |
| 6M | -10.4% | +9.0% | -19.4% | -14.3% |
| YTD | -18.7% | +52.2% | -71.0% | -31.0% |
| 1Y | -0.9% | +65.0% | -65.9% | -18.3% |
| 3Y | +33.6% | +78.8% | -45.3% | +5.4% |
| 5Y | +48.9% | +286.0% | -237.1% | -10.9% |
| All | +2,664.3% | +426.2% | +2,238.1% | +1,208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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