+2,796.9%
TSLA vs CTVA
+216.1%
+2,580.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.9% |
| 7D | +3.4% | -2.1% | +5.5% | +4.2% |
| 30D | +12.0% | +12.0% | 0.0% | +6.6% |
| 3M | -10.0% | +13.5% | -23.5% | -15.7% |
| 6M | -7.2% | +12.1% | -19.3% | -13.0% |
| YTD | -18.1% | +29.0% | -47.1% | -28.1% |
| 1Y | +6.3% | +18.9% | -12.6% | -3.8% |
| 3Y | +48.2% | +78.9% | -30.7% | +10.0% |
| 5Y | +46.5% | +105.2% | -58.7% | +0.1% |
| All | +2,796.9% | +216.1% | +2,580.8% | +1,370.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CTVA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling