+3,125.8%
TSLA vs CPB
-38.9%
+3,164.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -5.0% | -1.9% |
| 7D | +8.9% | -1.6% | +10.5% | +9.0% |
| 30D | +6.3% | +19.2% | -12.9% | +5.4% |
| 3M | +14.8% | -1.0% | +15.7% | +14.9% |
| 6M | -12.4% | +15.2% | -27.6% | -13.1% |
| YTD | -13.2% | -13.1% | -0.1% | -12.6% |
| 1Y | -2.9% | -22.4% | +19.5% | -1.4% |
| 3Y | +74.4% | -35.3% | +109.7% | +77.9% |
| 5Y | +13.3% | -33.0% | +46.3% | +12.5% |
| All | +3,125.8% | -38.9% | +3,164.7% | +2,917.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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