+21,479.5%
TSLA vs CVE
+50.2%
+21,429.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.7% | -8.0% | -10.0% |
| 7D | -14.8% | -14.1% | -0.7% | -11.3% |
| 30D | -9.7% | -11.6% | +1.9% | -6.9% |
| 3M | +6.9% | 0.0% | +6.8% | +6.4% |
| 6M | -11.7% | -8.4% | -3.3% | -10.9% |
| YTD | -23.6% | +65.9% | -89.5% | -35.3% |
| 1Y | -25.6% | +69.4% | -95.0% | -37.6% |
| 3Y | +56.3% | +55.9% | +0.3% | +32.3% |
| 5Y | -15.6% | +146.2% | -161.8% | -39.4% |
| 10Y | +2,605.4% | +140.6% | +2,464.7% | +1,483.5% |
| All | +21,479.5% | +50.2% | +21,429.3% | +15,458.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling