+22,391.8%
TSLA vs CP
+896.1%
+21,495.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.1% |
| 7D | -10.4% | +2.8% | -13.2% | -11.8% |
| 30D | -5.2% | +10.2% | -15.4% | -10.1% |
| 3M | +12.1% | +2.4% | +9.8% | +10.5% |
| 6M | -10.2% | +7.7% | -17.8% | -14.3% |
| YTD | -20.3% | +26.0% | -46.3% | -30.8% |
| 1Y | -19.7% | +34.6% | -54.3% | -32.7% |
| 3Y | +63.4% | +26.7% | +36.7% | +39.9% |
| 5Y | -12.1% | +24.9% | -37.0% | -24.8% |
| 10Y | +2,719.7% | +258.6% | +2,461.1% | +1,332.2% |
| All | +22,391.8% | +896.1% | +21,495.7% | +5,689.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling