+2,664.3%
TSLA vs CCL
-41.3%
+2,705.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +3.2% | -3.2% | +6.4% | +4.3% |
| 30D | +11.6% | -17.8% | +29.4% | +18.4% |
| 3M | -8.4% | -18.7% | +10.2% | -2.5% |
| 6M | -10.4% | -11.4% | +1.0% | -7.9% |
| YTD | -18.7% | -24.3% | +5.6% | -13.1% |
| 1Y | -0.9% | -28.8% | +27.9% | +7.0% |
| 3Y | +33.6% | +49.3% | -15.7% | +13.0% |
| 5Y | +48.9% | +1.6% | +47.3% | +30.4% |
| All | +2,664.3% | -41.3% | +2,705.6% | +2,428.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling