+22,131.9%
TSLA vs CVS
+372.1%
+21,759.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | +1.5% | +4.0% | -2.4% | +0.2% |
| 30D | +10.1% | -2.4% | +12.5% | +10.8% |
| 3M | -15.4% | +2.7% | -18.0% | -16.5% |
| 6M | -12.8% | +21.9% | -34.6% | -19.2% |
| YTD | -21.3% | +24.7% | -46.0% | -28.2% |
| 1Y | +4.6% | +35.4% | -30.9% | -7.7% |
| 3Y | +44.5% | +65.2% | -20.7% | +14.6% |
| 5Y | +44.8% | +30.5% | +14.3% | +24.1% |
| 10Y | +2,585.4% | +40.4% | +2,545.0% | +2,031.1% |
| All | +22,131.9% | +372.1% | +21,759.8% | +6,316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling