+21,479.5%
TSLA vs CF
+1,254.6%
+20,224.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +6.2% | -16.9% | -12.3% |
| 7D | -14.8% | +0.4% | -15.2% | -15.1% |
| 30D | -9.7% | +2.2% | -11.9% | -10.6% |
| 3M | +6.9% | +2.1% | +4.8% | +5.5% |
| 6M | -11.7% | -6.5% | -5.2% | -11.7% |
| YTD | -23.6% | +55.6% | -79.1% | -34.9% |
| 1Y | -25.6% | +42.3% | -67.9% | -35.2% |
| 3Y | +56.3% | +55.7% | +0.5% | +30.1% |
| 5Y | -15.6% | +122.4% | -138.1% | -39.5% |
| 10Y | +2,605.4% | +568.5% | +2,036.8% | +1,220.7% |
| All | +21,479.5% | +1,254.6% | +20,224.9% | +10,587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling