+63.4%
TSLA vs CF
+57.7%
+5.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.2% |
| 7D | -10.4% | -3.2% | -7.2% | -10.2% |
| 30D | -5.2% | +4.3% | -9.5% | -5.3% |
| 3M | +12.1% | +2.8% | +9.3% | +12.1% |
| 6M | -10.2% | +0.6% | -10.8% | -10.3% |
| YTD | -20.3% | +56.6% | -77.0% | -28.6% |
| 1Y | -19.7% | +49.6% | -69.3% | -27.4% |
| 3Y | +63.4% | +61.5% | +1.9% | +40.1% |
| All | +63.4% | +57.7% | +5.6% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling