-13.3%
TSLA vs CVE
+73.4%
-86.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.6% | +4.3% | -4.2% |
| 7D | -4.7% | -12.1% | +7.4% | -6.1% |
| 30D | +1.7% | -9.8% | +11.5% | +0.6% |
| 3M | +17.7% | -0.7% | +18.4% | +18.4% |
| 6M | -1.9% | -4.3% | +2.5% | -1.0% |
| YTD | -14.3% | +70.6% | -84.9% | -10.8% |
| 1Y | -13.3% | +73.2% | -86.4% | -10.3% |
| All | -13.3% | +73.4% | -86.7% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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