+2,973.5%
TSLA vs CP
+255.2%
+2,718.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -4.7% | +2.8% | -7.5% | -6.3% |
| 30D | -0.8% | +11.0% | -11.8% | -6.9% |
| 3M | +14.8% | +3.8% | +10.9% | +12.0% |
| 6M | -11.3% | +9.5% | -20.8% | -16.7% |
| YTD | -15.6% | +28.2% | -43.8% | -28.8% |
| 1Y | -14.7% | +33.0% | -47.7% | -29.8% |
| 3Y | +76.9% | +35.5% | +41.4% | +41.2% |
| 5Y | +6.7% | +25.8% | -19.1% | -12.0% |
| 10Y | +2,973.5% | +250.7% | +2,722.8% | +1,301.9% |
| All | +2,973.5% | +255.2% | +2,718.3% | +1,301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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