-7.6%
TSLA vs CL
+39.7%
-47.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +3.9% |
| 7D | -10.4% | +1.3% | -11.7% | -10.2% |
| 30D | -5.2% | +11.4% | -16.5% | -3.4% |
| 3M | +12.1% | +4.4% | +7.7% | +13.1% |
| 6M | -10.2% | +10.8% | -20.9% | -8.3% |
| YTD | -20.3% | +25.1% | -45.5% | -17.4% |
| 1Y | -19.7% | +28.0% | -47.6% | -16.4% |
| 3Y | +63.4% | +37.6% | +25.8% | +69.1% |
| All | -7.6% | +39.7% | -47.3% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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