+2,973.5%
TSLA vs CF
+494.2%
+2,479.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.2% |
| 7D | -4.7% | +4.8% | -9.4% | -5.9% |
| 30D | -0.8% | +9.7% | -10.5% | -3.3% |
| 3M | +14.8% | +1.2% | +13.5% | +13.7% |
| 6M | -11.3% | +7.4% | -18.7% | -14.2% |
| YTD | -15.6% | +60.5% | -76.1% | -29.1% |
| 1Y | -14.7% | +50.7% | -65.4% | -27.2% |
| 3Y | +76.9% | +64.8% | +12.1% | +43.6% |
| 5Y | +6.7% | +115.8% | -109.1% | -24.9% |
| 10Y | +2,973.5% | +481.0% | +2,492.5% | +1,466.2% |
| All | +2,973.5% | +494.2% | +2,479.3% | +1,466.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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