+6.7%
TSLA vs CF
+116.3%
-109.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.2% |
| 7D | -4.7% | +4.8% | -9.4% | -5.2% |
| 30D | -0.8% | +9.7% | -10.5% | -2.0% |
| 3M | +14.8% | +1.2% | +13.5% | +14.4% |
| 6M | -11.3% | +7.4% | -18.7% | -12.8% |
| YTD | -15.6% | +60.5% | -76.1% | -25.0% |
| 1Y | -14.7% | +50.7% | -65.4% | -23.4% |
| 3Y | +76.9% | +64.8% | +12.1% | +53.0% |
| 5Y | +6.7% | +115.8% | -109.1% | -13.7% |
| All | +6.7% | +116.3% | -109.6% | -13.7% |
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 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