+3,009.1%
TSLA vs CCL
-29.3%
+3,038.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.5% | -1.5% | +3.0% | +2.1% |
| 30D | +3.4% | +16.5% | -13.1% | -1.4% |
| 3M | +17.4% | +11.2% | +6.2% | +12.9% |
| 6M | -12.2% | +22.6% | -34.8% | -18.3% |
| YTD | -13.1% | +2.6% | -15.7% | -15.9% |
| 1Y | -11.1% | +17.0% | -28.0% | -18.0% |
| 3Y | +82.1% | +145.5% | -63.5% | +32.0% |
| 5Y | +10.3% | +36.1% | -25.9% | -12.2% |
| 10Y | +3,009.1% | -29.4% | +3,038.6% | +2,422.8% |
| All | +3,009.1% | -29.3% | +3,038.4% | +2,422.8% |
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 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