+80.0%
TSLA vs CCL
+145.8%
-65.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.4% | +3.8% |
| 7D | -6.4% | +3.1% | -9.4% | -7.5% |
| 30D | -1.2% | +17.5% | -18.7% | -7.6% |
| 3M | +15.1% | +6.8% | +8.2% | +11.3% |
| 6M | -11.7% | +18.7% | -30.5% | -18.8% |
| YTD | -15.9% | +3.0% | -19.0% | -19.7% |
| 1Y | -12.0% | +17.7% | -29.7% | -22.1% |
| 3Y | +80.0% | +155.6% | -75.6% | +19.3% |
| All | +80.0% | +145.8% | -65.8% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling