+48.1%
TSLA vs COPX
+167.3%
-119.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.8% | +2.5% |
| 7D | -3.4% | -2.9% | -0.5% | -2.1% |
| 30D | +9.2% | 0.0% | +9.2% | +9.0% |
| 3M | -4.7% | +14.8% | -19.5% | -11.9% |
| 6M | -8.9% | +7.0% | -16.0% | -13.7% |
| YTD | -19.2% | +23.8% | -43.0% | -31.1% |
| 1Y | +4.5% | +75.7% | -71.2% | -27.4% |
| 3Y | +46.3% | +156.4% | -110.1% | -21.5% |
| 5Y | +48.1% | +167.6% | -119.4% | -21.2% |
| All | +48.1% | +167.3% | -119.1% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling