+51.8%
TSLA vs CPNG
-75.9%
+127.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.5% |
| 7D | +1.5% | -7.4% | +9.0% | +4.0% |
| 30D | +10.1% | -4.4% | +14.6% | +11.5% |
| 3M | -15.4% | -7.5% | -7.9% | -14.1% |
| 6M | -12.8% | -19.9% | +7.2% | -8.3% |
| YTD | -21.3% | -35.2% | +13.9% | -11.9% |
| 1Y | +4.6% | -46.8% | +51.4% | +24.2% |
| 3Y | +44.5% | -20.2% | +64.7% | +45.0% |
| 5Y | +44.8% | -48.4% | +93.2% | +45.1% |
| All | +51.8% | -75.9% | +127.8% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling