+2,775.5%
TSLA vs CTVA
+208.7%
+2,566.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +3.2% | -4.5% | +7.7% | +5.1% |
| 30D | +11.6% | +11.3% | +0.3% | +6.5% |
| 3M | -8.4% | +12.3% | -20.8% | -14.0% |
| 6M | -10.4% | +7.2% | -17.6% | -14.4% |
| YTD | -18.7% | +26.0% | -44.7% | -27.9% |
| 1Y | -0.9% | +16.0% | -16.9% | -9.5% |
| 3Y | +33.6% | +73.9% | -40.3% | +0.3% |
| 5Y | +48.9% | +103.8% | -54.9% | +1.9% |
| All | +2,775.5% | +208.7% | +2,566.8% | +1,373.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling