-7.6%
TSLA vs CLF
-51.2%
+43.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.8% |
| 7D | -10.4% | -19.6% | +9.2% | -5.2% |
| 30D | -5.2% | -5.0% | -0.2% | -4.3% |
| 3M | +12.1% | -6.3% | +18.4% | +12.9% |
| 6M | -10.2% | +2.8% | -12.9% | -13.6% |
| YTD | -20.3% | -13.7% | -6.6% | -21.4% |
| 1Y | -19.7% | +13.6% | -33.2% | -27.4% |
| 3Y | +63.4% | -34.0% | +97.4% | +58.6% |
| All | -7.6% | -51.2% | +43.6% | -3.2% |
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