-0.9%
TSLA vs CTVA
+18.2%
-19.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +3.2% | -4.5% | +7.7% | +3.0% |
| 30D | +11.6% | +11.3% | +0.3% | +11.7% |
| 3M | -8.4% | +12.3% | -20.8% | -9.3% |
| 6M | -10.4% | +7.2% | -17.6% | -11.3% |
| YTD | -18.7% | +26.0% | -44.7% | -19.2% |
| 1Y | -0.9% | +16.0% | -16.9% | -3.8% |
| All | -0.9% | +18.2% | -19.1% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling