+2,650.1%
TSLA vs CBRE
+398.3%
+2,251.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.5% |
| 7D | -3.4% | -7.2% | +3.8% | +0.3% |
| 30D | +9.2% | -6.4% | +15.7% | +12.7% |
| 3M | -4.7% | +2.9% | -7.7% | -7.2% |
| 6M | -8.9% | +2.5% | -11.5% | -11.6% |
| YTD | -19.2% | -14.2% | -5.0% | -14.9% |
| 1Y | +4.5% | -15.1% | +19.7% | +10.1% |
| 3Y | +46.3% | +61.9% | -15.6% | +9.8% |
| 5Y | +48.1% | +42.4% | +5.7% | +17.0% |
| All | +2,650.1% | +398.3% | +2,251.7% | +1,255.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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