-13.3%
TSLA vs COPX
+31.7%
-45.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -4.9% |
| 7D | -4.7% | -3.0% | -1.8% | -3.7% |
| 30D | +1.7% | -13.6% | +15.3% | +7.5% |
| 3M | +17.7% | -11.2% | +28.9% | +22.8% |
| 6M | -1.9% | -2.4% | +0.5% | -0.8% |
| YTD | -14.3% | +4.2% | -18.6% | -21.4% |
| 1Y | -13.3% | +32.2% | -45.5% | -33.8% |
| All | -13.3% | +31.7% | -45.0% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling