+41.1%
TSLA vs CP
+32.0%
+9.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.3% | -6.1% |
| 7D | +1.5% | -2.7% | +4.2% | +3.0% |
| 30D | +10.1% | +0.2% | +10.0% | +10.1% |
| 3M | -15.4% | +2.6% | -18.0% | -16.9% |
| 6M | -12.8% | +6.0% | -18.7% | -16.3% |
| YTD | -21.3% | +24.9% | -46.2% | -31.8% |
| 1Y | +4.6% | +20.1% | -15.5% | -7.5% |
| 3Y | +44.5% | +16.4% | +28.1% | +27.3% |
| All | +41.1% | +32.0% | +9.1% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling