+56.7%
TSLA vs CPNG
-76.2%
+132.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.5% |
| 7D | +3.2% | -1.1% | +4.3% | +3.5% |
| 30D | +11.6% | -7.4% | +18.9% | +14.1% |
| 3M | -8.4% | -12.3% | +3.9% | -5.3% |
| 6M | -10.4% | -19.4% | +9.1% | -6.1% |
| YTD | -18.7% | -35.9% | +17.2% | -8.8% |
| 1Y | -0.9% | -53.4% | +52.5% | +23.3% |
| 3Y | +33.6% | -20.0% | +53.6% | +33.8% |
| 5Y | +48.9% | -49.6% | +98.5% | +50.0% |
| All | +56.7% | -76.2% | +132.9% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling