-13.3%
TSLA vs CPNG
-45.7%
+32.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.0% | -15.3% | -4.7% |
| 7D | -4.7% | +20.8% | -25.5% | -7.1% |
| 30D | +1.7% | +20.1% | -18.4% | -0.8% |
| 3M | +17.7% | +1.6% | +16.1% | +17.3% |
| 6M | -1.9% | -15.8% | +14.0% | -1.5% |
| YTD | -14.3% | -27.7% | +13.4% | -16.7% |
| 1Y | -13.3% | -46.9% | +33.6% | -10.2% |
| All | -13.3% | -45.7% | +32.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling