+38.0%
TSLA vs CMS
+36.5%
+1.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -6.0% |
| 7D | +1.5% | +0.4% | +1.2% | +1.6% |
| 30D | +10.1% | -3.6% | +13.7% | +9.5% |
| 3M | -15.4% | -1.9% | -13.5% | -16.1% |
| 6M | -12.8% | -11.0% | -1.8% | -13.9% |
| YTD | -21.3% | +0.2% | -21.5% | -21.8% |
| 1Y | +4.6% | -1.3% | +5.9% | +3.8% |
| All | +38.0% | +36.5% | +1.6% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling