+74.4%
TSLA vs CLBK
+54.0%
+20.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +8.9% | +0.9% | +8.0% | +8.5% |
| 30D | +6.3% | +3.4% | +2.9% | +4.8% |
| 3M | +14.8% | -4.3% | +19.1% | +16.9% |
| 6M | -12.4% | +28.4% | -40.7% | -22.5% |
| YTD | -13.2% | +59.4% | -72.6% | -31.4% |
| 1Y | -2.9% | +64.8% | -67.7% | -24.7% |
| 3Y | +74.4% | +50.6% | +23.8% | +38.5% |
| All | +74.4% | +54.0% | +20.5% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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