+6.3%
TSLA vs CLF
+7.9%
-1.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.1% |
| 7D | +3.4% | +6.5% | -3.1% | +2.7% |
| 30D | +12.0% | +0.2% | +11.8% | +11.8% |
| 3M | -10.0% | -3.1% | -6.9% | -8.3% |
| 6M | -7.2% | +25.0% | -32.2% | -10.0% |
| YTD | -18.1% | -7.5% | -10.7% | -18.1% |
| 1Y | +6.3% | +11.5% | -5.2% | +7.1% |
| All | +6.3% | +7.9% | -1.6% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling