+2,518.5%
TSLA vs CVE
+159.5%
+2,359.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.6% |
| 7D | +1.5% | +2.5% | -1.0% | +0.9% |
| 30D | +10.1% | +16.7% | -6.6% | +6.1% |
| 3M | -15.4% | +9.3% | -24.7% | -17.6% |
| 6M | -12.8% | +43.6% | -56.4% | -21.2% |
| YTD | -21.3% | +93.6% | -114.9% | -34.3% |
| 1Y | +4.6% | +98.8% | -94.2% | -13.5% |
| 3Y | +44.5% | +73.6% | -29.1% | +21.3% |
| 5Y | +44.8% | +312.5% | -267.7% | -2.6% |
| All | +2,518.5% | +159.5% | +2,359.1% | +1,338.5% |
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