+22,391.8%
TSLA vs CLF
-73.7%
+22,465.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.9% |
| 7D | -10.4% | -19.6% | +9.2% | -6.6% |
| 30D | -5.2% | -5.0% | -0.2% | -4.5% |
| 3M | +12.1% | -6.3% | +18.4% | +12.8% |
| 6M | -10.2% | +2.8% | -12.9% | -12.6% |
| YTD | -20.3% | -13.7% | -6.6% | -21.0% |
| 1Y | -19.7% | +13.6% | -33.2% | -24.7% |
| 3Y | +63.4% | -34.0% | +97.4% | +61.9% |
| 5Y | -12.1% | -48.7% | +36.7% | -11.6% |
| 10Y | +2,719.7% | +113.4% | +2,606.3% | +1,958.4% |
| All | +22,391.8% | -73.7% | +22,465.5% | +22,360.9% |
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