+3,125.8%
TSLA vs CLS
+1,916.3%
+1,209.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | 0.0% |
| 7D | +8.9% | +16.3% | -7.4% | +3.3% |
| 30D | +6.3% | -25.7% | +31.9% | +16.2% |
| 3M | +14.8% | -30.9% | +45.6% | +27.3% |
| 6M | -12.4% | -35.5% | +23.1% | -3.3% |
| YTD | -13.2% | -18.7% | +5.5% | -15.5% |
| 1Y | -2.9% | -17.9% | +15.0% | -7.5% |
| 3Y | +74.4% | +838.1% | -763.7% | -42.5% |
| 5Y | +13.3% | +1,971.9% | -1,958.6% | -73.2% |
| All | +3,125.8% | +1,916.3% | +1,209.6% | +500.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling