+15.5%
TSLA vs CMS
+36.3%
-20.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.8% |
| 7D | +8.9% | +1.7% | +7.2% | +8.9% |
| 30D | +6.3% | +6.2% | +0.1% | +6.2% |
| 3M | +14.8% | +0.6% | +14.2% | +14.8% |
| 6M | -12.4% | -1.8% | -10.6% | -12.5% |
| YTD | -13.2% | +3.8% | -17.1% | -13.9% |
| 1Y | -2.9% | -1.8% | -1.2% | -3.1% |
| 3Y | +74.4% | +39.8% | +34.6% | +61.4% |
| All | +15.5% | +36.3% | -20.8% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling