-19.7%
TSLA vs CVE
+67.8%
-87.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | -10.4% | -16.1% | +5.7% | -12.1% |
| 30D | -5.2% | -10.4% | +5.2% | -6.1% |
| 3M | +12.1% | -2.4% | +14.5% | +12.7% |
| 6M | -10.2% | -4.4% | -5.7% | -9.3% |
| YTD | -20.3% | +64.9% | -85.3% | -18.3% |
| 1Y | -19.7% | +66.0% | -85.7% | -18.4% |
| All | -19.7% | +67.8% | -87.5% | -18.4% |
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