+48.2%
TSLA vs CLS
+1,316.2%
-1,268.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.7% | +2.2% |
| 7D | +3.4% | +12.8% | -9.4% | -0.5% |
| 30D | +12.0% | +3.8% | +8.2% | +10.0% |
| 3M | -10.0% | -14.6% | +4.7% | -7.2% |
| 6M | -7.2% | +32.2% | -39.4% | -19.9% |
| YTD | -18.1% | +11.6% | -29.8% | -26.6% |
| 1Y | +6.3% | +35.1% | -28.8% | -14.3% |
| 3Y | +48.2% | +1,312.5% | -1,264.4% | -57.8% |
| All | +48.2% | +1,316.2% | -1,268.0% | -57.8% |
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