-10.4%
TSLA vs CNQ
+12.0%
-22.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.3% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +11.6% | +6.2% | +5.4% | +14.1% |
| 3M | -8.4% | +12.4% | -20.8% | -2.9% |
| 6M | -10.4% | +9.0% | -19.4% | -5.2% |
| All | -10.4% | +12.0% | -22.4% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling