+80.0%
TSLA vs CF
+58.0%
+22.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | -6.4% | -0.9% | -5.5% | -6.3% |
| 30D | -1.2% | +6.9% | -8.2% | -1.4% |
| 3M | +15.1% | +4.8% | +10.2% | +14.9% |
| 6M | -11.7% | +4.7% | -16.4% | -12.2% |
| YTD | -15.9% | +56.5% | -72.4% | -24.8% |
| 1Y | -12.0% | +48.4% | -60.4% | -20.4% |
| 3Y | +80.0% | +59.1% | +20.9% | +54.7% |
| All | +80.0% | +58.0% | +22.1% | +54.7% |
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