+41.1%
TSLA vs CLF
-47.7%
+88.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.8% | -7.7% | -6.4% |
| 7D | +1.5% | +7.6% | -6.0% | -0.5% |
| 30D | +10.1% | -1.2% | +11.3% | +10.1% |
| 3M | -15.4% | -13.4% | -2.0% | -13.5% |
| 6M | -12.8% | +15.4% | -28.2% | -18.5% |
| YTD | -21.3% | -5.9% | -15.4% | -23.5% |
| 1Y | +4.6% | +18.8% | -14.2% | -7.7% |
| 3Y | +44.5% | -19.4% | +63.9% | +33.6% |
| All | +41.1% | -47.7% | +88.8% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling