+2,899.6%
TSLA vs CLSK
-61.9%
+2,961.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +3.0% | +17.2% | -14.2% | +2.1% |
| 30D | +11.2% | +14.6% | -3.4% | +10.2% |
| 3M | -7.3% | -16.8% | +9.6% | -6.7% |
| 6M | -7.7% | +38.2% | -45.9% | -10.0% |
| YTD | -18.2% | +31.2% | -49.4% | -20.3% |
| 1Y | +6.0% | +37.3% | -31.3% | +2.3% |
| 3Y | +48.0% | +201.8% | -153.8% | +34.2% |
| 5Y | +46.2% | -1.6% | +47.7% | +34.7% |
| All | +2,899.6% | -61.9% | +2,961.5% | +2,470.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling