+15.5%
TSLA vs CLF
-42.8%
+58.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.0% |
| 7D | +8.9% | +10.4% | -1.5% | +6.2% |
| 30D | +6.3% | +0.6% | +5.7% | +5.7% |
| 3M | +14.8% | +4.1% | +10.7% | +12.5% |
| 6M | -12.4% | +15.1% | -27.5% | -18.1% |
| YTD | -13.2% | -4.7% | -8.5% | -16.5% |
| 1Y | -2.9% | +20.4% | -23.3% | -13.2% |
| 3Y | +74.4% | -23.4% | +97.8% | +62.8% |
| All | +15.5% | -42.8% | +58.3% | +13.8% |
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