+41.1%
TSLA vs CF
+227.0%
-185.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.7% | -5.5% |
| 7D | +1.5% | +6.0% | -4.5% | +0.8% |
| 30D | +10.1% | +14.8% | -4.7% | +8.2% |
| 3M | -15.4% | +14.1% | -29.4% | -17.0% |
| 6M | -12.8% | +28.5% | -41.3% | -17.7% |
| YTD | -21.3% | +74.9% | -96.2% | -30.3% |
| 1Y | +4.6% | +61.7% | -57.1% | -6.1% |
| 3Y | +44.5% | +80.3% | -35.8% | +24.6% |
| All | +41.1% | +227.0% | -185.9% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling