-7.7%
TSLA vs CVE
+61.2%
-68.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.8% |
| 7D | +15.6% | +4.6% | +11.0% | +16.0% |
| 30D | +5.9% | -12.0% | +17.9% | +4.4% |
| 3M | +21.4% | -3.8% | +25.1% | +21.2% |
| 6M | -8.3% | -2.7% | -5.6% | -7.4% |
| YTD | -11.6% | +73.6% | -85.2% | -9.8% |
| 1Y | -7.7% | +62.0% | -69.7% | -3.5% |
| All | -7.7% | +61.2% | -68.9% | -3.5% |
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 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