-15.6%
TSLA vs CVE
+148.3%
-164.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.7% | -8.0% | -10.0% |
| 7D | -14.8% | -14.1% | -0.7% | -11.4% |
| 30D | -9.7% | -11.6% | +1.9% | -7.0% |
| 3M | +6.9% | 0.0% | +6.8% | +6.3% |
| 6M | -11.7% | -8.4% | -3.3% | -10.8% |
| YTD | -23.6% | +65.9% | -89.5% | -36.8% |
| 1Y | -25.6% | +69.4% | -95.0% | -39.1% |
| 3Y | +56.3% | +55.9% | +0.3% | +25.3% |
| 5Y | -15.6% | +146.2% | -161.8% | -39.7% |
| All | -15.6% | +148.3% | -164.0% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling