+22,391.8%
TSLA vs CMS
+677.3%
+21,714.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.7% |
| 7D | -10.4% | -1.3% | -9.1% | -10.2% |
| 30D | -5.2% | +6.3% | -11.5% | -6.6% |
| 3M | +12.1% | -2.1% | +14.2% | +12.4% |
| 6M | -10.2% | -5.1% | -5.1% | -9.6% |
| YTD | -20.3% | +1.3% | -21.6% | -21.3% |
| 1Y | -19.7% | -1.4% | -18.3% | -20.2% |
| 3Y | +63.4% | +36.9% | +26.4% | +46.0% |
| 5Y | -12.1% | +32.5% | -44.6% | -21.8% |
| 10Y | +2,719.7% | +126.8% | +2,593.0% | +1,929.3% |
| All | +22,391.8% | +677.3% | +21,714.6% | +9,219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling