+10.8%
TSLA vs COR
+192.5%
-181.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.9% | +5.6% |
| 7D | -6.4% | +2.3% | -8.7% | -6.3% |
| 30D | -1.2% | +6.8% | -8.0% | -0.9% |
| 3M | +15.1% | +8.1% | +7.0% | +15.5% |
| 6M | -11.7% | +33.0% | -44.7% | -11.1% |
| YTD | -15.9% | +3.0% | -18.9% | -14.8% |
| 1Y | -12.0% | -3.4% | -8.6% | -10.6% |
| 3Y | +80.0% | +80.1% | -0.1% | +67.4% |
| 5Y | +10.8% | +194.7% | -183.9% | -3.8% |
| All | +10.8% | +192.5% | -181.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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