+24,401.0%
TSLA vs CVS
+339.1%
+24,061.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +8.9% | +6.6% | +2.4% | +6.8% |
| 30D | +6.3% | -0.4% | +6.7% | +6.0% |
| 3M | +14.8% | -5.3% | +20.0% | +15.9% |
| 6M | -12.4% | -7.7% | -4.7% | -11.1% |
| YTD | -13.2% | +16.0% | -29.3% | -19.5% |
| 1Y | -2.9% | +16.2% | -19.1% | -10.2% |
| 3Y | +74.4% | +47.6% | +26.9% | +43.0% |
| 5Y | +13.3% | +12.3% | +1.0% | +1.8% |
| 10Y | +3,004.2% | +62.4% | +2,941.8% | +2,107.7% |
| All | +24,401.0% | +339.1% | +24,061.9% | +7,093.6% |
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