+22,131.9%
TSLA vs COR
+1,399.7%
+20,732.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.1% | -5.4% |
| 7D | +1.5% | +2.8% | -1.2% | +0.7% |
| 30D | +10.1% | +4.5% | +5.6% | +8.6% |
| 3M | -15.4% | +22.7% | -38.0% | -21.0% |
| 6M | -12.8% | -9.7% | -3.0% | -11.1% |
| YTD | -21.3% | -1.4% | -19.8% | -22.3% |
| 1Y | +4.6% | +13.9% | -9.3% | -2.1% |
| 3Y | +44.5% | +94.0% | -49.4% | +8.0% |
| 5Y | +44.8% | +184.0% | -139.2% | -8.2% |
| 10Y | +2,585.4% | +406.8% | +2,178.6% | +1,144.4% |
| All | +22,131.9% | +1,399.7% | +20,732.2% | +4,940.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling