-11.1%
TSLA vs CF
+51.3%
-62.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +3.1% |
| 7D | +1.5% | +10.4% | -8.9% | +3.7% |
| 30D | +3.4% | +7.6% | -4.2% | +5.2% |
| 3M | +17.4% | +5.2% | +12.3% | +19.7% |
| 6M | -12.2% | -0.1% | -12.1% | -11.0% |
| YTD | -13.1% | +61.7% | -74.8% | -6.0% |
| 1Y | -11.1% | +50.3% | -61.4% | -4.6% |
| All | -11.1% | +51.3% | -62.4% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling