+63.4%
TSLA vs CLS
+703.9%
-640.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | -10.4% | -22.2% | +11.8% | -3.5% |
| 30D | -5.2% | -44.4% | +39.2% | +12.1% |
| 3M | +12.1% | -34.3% | +46.4% | +24.7% |
| 6M | -10.2% | -50.1% | +39.9% | +6.3% |
| YTD | -20.3% | -30.1% | +9.7% | -18.7% |
| 1Y | -19.7% | -39.3% | +19.7% | -15.2% |
| 3Y | +63.4% | +732.7% | -669.3% | -39.2% |
| All | +63.4% | +703.9% | -640.5% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling