+22,131.9%
TSLA vs CLF
-71.3%
+22,203.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.8% | -7.7% | -6.3% |
| 7D | +1.5% | +7.6% | -6.0% | 0.0% |
| 30D | +10.1% | -1.2% | +11.3% | +10.1% |
| 3M | -15.4% | -13.4% | -2.0% | -14.4% |
| 6M | -12.8% | +15.4% | -28.2% | -17.0% |
| YTD | -21.3% | -5.9% | -15.4% | -22.9% |
| 1Y | +4.6% | +18.8% | -14.2% | -3.5% |
| 3Y | +44.5% | -19.4% | +63.9% | +38.4% |
| 5Y | +44.8% | -47.7% | +92.5% | +44.8% |
| 10Y | +2,585.4% | +130.4% | +2,455.0% | +1,829.7% |
| All | +22,131.9% | -71.3% | +22,203.2% | +21,828.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling