+46.5%
TSLA vs COR
+180.8%
-134.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +3.9% |
| 7D | +3.4% | -1.9% | +5.3% | +3.3% |
| 30D | +12.0% | +1.5% | +10.5% | +12.1% |
| 3M | -10.0% | +18.7% | -28.7% | -9.7% |
| 6M | -7.2% | -9.0% | +1.8% | -6.1% |
| YTD | -18.1% | -3.3% | -14.8% | -17.3% |
| 1Y | +6.3% | +9.8% | -3.6% | +6.6% |
| 3Y | +48.2% | +87.4% | -39.2% | +32.1% |
| 5Y | +46.5% | +180.5% | -134.0% | +21.2% |
| All | +46.5% | +180.8% | -134.3% | +21.2% |
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