+2,880.3%
TSLA vs CLSK
-60.8%
+2,941.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | +0.1% |
| 7D | +3.2% | +7.7% | -4.5% | +2.8% |
| 30D | +11.6% | +12.2% | -0.7% | +10.7% |
| 3M | -8.4% | -15.5% | +7.0% | -8.0% |
| 6M | -10.4% | +39.3% | -49.7% | -12.6% |
| YTD | -18.7% | +35.1% | -53.8% | -21.0% |
| 1Y | -0.9% | +34.0% | -34.9% | -4.2% |
| 3Y | +33.6% | +226.3% | -192.7% | +20.7% |
| 5Y | +48.9% | +6.4% | +42.5% | +36.8% |
| All | +2,880.3% | -60.8% | +2,941.1% | +2,449.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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