+10.8%
TSLA vs CVE
+135.1%
-124.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | -6.4% | -10.1% | +3.7% | -3.7% |
| 30D | -1.2% | -12.1% | +10.9% | +2.0% |
| 3M | +15.1% | -1.9% | +16.9% | +15.0% |
| 6M | -11.7% | -1.8% | -9.9% | -12.6% |
| YTD | -15.9% | +65.8% | -81.7% | -30.7% |
| 1Y | -12.0% | +60.8% | -72.8% | -26.8% |
| 3Y | +80.0% | +70.1% | +9.9% | +41.3% |
| 5Y | +10.8% | +134.8% | -124.0% | -23.1% |
| All | +10.8% | +135.1% | -124.3% | -23.1% |
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 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