+3,009.1%
TSLA vs CMS
+137.8%
+2,871.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +1.5% | -1.1% | +2.6% | +1.6% |
| 30D | +3.4% | +6.6% | -3.2% | +2.4% |
| 3M | +17.4% | +0.8% | +16.6% | +17.2% |
| 6M | -12.2% | -3.3% | -8.8% | -12.1% |
| YTD | -13.1% | +2.7% | -15.8% | -14.1% |
| 1Y | -11.1% | -4.0% | -7.1% | -11.0% |
| 3Y | +82.1% | +37.6% | +44.5% | +66.5% |
| 5Y | +10.3% | +35.4% | -25.2% | +0.1% |
| 10Y | +3,009.1% | +136.0% | +2,873.1% | +2,590.8% |
| All | +3,009.1% | +137.8% | +2,871.4% | +2,590.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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