+63.4%
TSLA vs CPB
-35.2%
+98.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.1% |
| 7D | -10.4% | +8.0% | -18.4% | -9.8% |
| 30D | -5.2% | +22.4% | -27.6% | -3.4% |
| 3M | +12.1% | +3.8% | +8.3% | +13.0% |
| 6M | -10.2% | +13.7% | -23.8% | -8.7% |
| YTD | -20.3% | -11.7% | -8.6% | -20.2% |
| 1Y | -19.7% | -18.1% | -1.5% | -19.8% |
| 3Y | +63.4% | -34.7% | +98.1% | +61.1% |
| All | +63.4% | -35.2% | +98.5% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling