-7.6%
TSLA vs CVE
+142.8%
-150.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.4% |
| 7D | -10.4% | -16.1% | +5.7% | -6.2% |
| 30D | -5.2% | -10.4% | +5.2% | -2.7% |
| 3M | +12.1% | -2.4% | +14.5% | +12.2% |
| 6M | -10.2% | -4.4% | -5.7% | -10.3% |
| YTD | -20.3% | +64.9% | -85.3% | -34.2% |
| 1Y | -19.7% | +66.0% | -85.7% | -34.0% |
| 3Y | +63.4% | +57.7% | +5.7% | +30.5% |
| All | -7.6% | +142.8% | -150.4% | -35.6% |
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