+46.2%
TSLA vs CPNG
-52.6%
+98.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +3.0% | -7.6% | +10.6% | +5.7% |
| 30D | +11.2% | -8.8% | +20.0% | +14.4% |
| 3M | -7.3% | -7.2% | 0.0% | -6.0% |
| 6M | -7.7% | -21.5% | +13.8% | -2.2% |
| YTD | -18.2% | -37.4% | +19.2% | -6.8% |
| 1Y | +6.0% | -54.3% | +60.4% | +34.7% |
| 3Y | +48.0% | -20.3% | +68.3% | +47.8% |
| 5Y | +46.2% | -51.2% | +97.4% | +48.9% |
| All | +46.2% | -52.6% | +98.7% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling