+74.4%
TSLA vs CTVA
+49.4%
+25.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.3% |
| 7D | +8.9% | -20.8% | +29.7% | +12.5% |
| 30D | +6.3% | -29.6% | +35.9% | +12.8% |
| 3M | +14.8% | -16.9% | +31.7% | +15.2% |
| 6M | -12.4% | -24.3% | +11.9% | -10.3% |
| YTD | -13.2% | -5.6% | -7.6% | -18.9% |
| 1Y | -2.9% | -4.2% | +1.2% | -10.0% |
| 3Y | +74.4% | +43.3% | +31.2% | +44.2% |
| All | +74.4% | +49.4% | +25.0% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling