+24,440.0%
TSLA vs CBRE
+835.9%
+23,604.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.5% | -4.6% | +6.1% | +4.0% |
| 30D | +3.4% | +3.0% | +0.4% | +1.5% |
| 3M | +17.4% | -8.7% | +26.2% | +21.8% |
| 6M | -12.2% | -7.9% | -4.3% | -10.2% |
| YTD | -13.1% | -16.3% | +3.2% | -8.2% |
| 1Y | -11.1% | -13.1% | +2.0% | -7.9% |
| 3Y | +82.1% | +83.1% | -1.0% | +31.8% |
| 5Y | +10.3% | +27.7% | -17.5% | -6.3% |
| 10Y | +3,009.1% | +386.9% | +2,622.2% | +1,270.4% |
| All | +24,440.0% | +835.9% | +23,604.1% | +7,105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling