+2,883.7%
TSLA vs CVE
+136.7%
+2,747.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | -6.4% | -10.1% | +3.7% | -4.0% |
| 30D | -1.2% | -12.1% | +10.9% | +1.6% |
| 3M | +15.1% | -1.9% | +16.9% | +15.1% |
| 6M | -11.7% | -1.8% | -9.9% | -12.4% |
| YTD | -15.9% | +65.8% | -81.7% | -27.5% |
| 1Y | -12.0% | +60.8% | -72.8% | -23.7% |
| 3Y | +80.0% | +70.1% | +9.9% | +51.9% |
| 5Y | +10.8% | +134.8% | -124.0% | -15.7% |
| 10Y | +2,883.7% | +130.1% | +2,753.6% | +1,568.1% |
| All | +2,883.7% | +136.7% | +2,747.0% | +1,568.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling