-13.3%
TSLA vs CCL
+17.9%
-31.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.3% | -10.6% | -4.9% |
| 7D | -4.7% | +11.6% | -16.3% | -7.1% |
| 30D | +1.7% | +22.5% | -20.8% | -2.8% |
| 3M | +17.7% | +6.4% | +11.3% | +16.4% |
| 6M | -1.9% | +23.4% | -25.3% | -6.1% |
| YTD | -14.3% | +4.2% | -18.6% | -17.6% |
| 1Y | -13.3% | +21.9% | -35.2% | -15.8% |
| All | -13.3% | +17.9% | -31.2% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling