+2,650.1%
TSLA vs CVS
+42.0%
+2,608.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.4% | -2.0% | -1.4% | -2.9% |
| 30D | +9.2% | +1.9% | +7.3% | +8.6% |
| 3M | -4.7% | -2.2% | -2.5% | -4.5% |
| 6M | -8.9% | +26.7% | -35.7% | -14.7% |
| YTD | -19.2% | +22.9% | -42.0% | -24.1% |
| 1Y | +4.5% | +32.9% | -28.4% | -4.1% |
| 3Y | +46.3% | +62.3% | -16.0% | +24.5% |
| 5Y | +48.1% | +34.2% | +13.9% | +32.3% |
| All | +2,650.1% | +42.0% | +2,608.1% | +2,047.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 10y: compounded portfolio wealth divided by compounded CVS 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…
10y analysis · Full analysis span regression · 6 months rolling