+4.5%
TSLA vs CCL
-27.7%
+32.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.9% |
| 7D | -3.4% | -4.3% | +0.9% | -2.5% |
| 30D | +9.2% | -19.0% | +28.2% | +14.5% |
| 3M | -4.7% | -13.1% | +8.4% | -1.4% |
| 6M | -8.9% | -13.3% | +4.4% | -6.2% |
| YTD | -19.2% | -25.2% | +6.1% | -15.9% |
| 1Y | +4.5% | -27.2% | +31.7% | +8.9% |
| All | +4.5% | -27.7% | +32.2% | +8.9% |
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