+24,440.0%
TSLA vs COR
+1,485.5%
+22,954.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +1.5% | -1.2% | +2.6% | +1.9% |
| 30D | +3.4% | +7.6% | -4.2% | +1.2% |
| 3M | +17.4% | +5.0% | +12.4% | +15.6% |
| 6M | -12.2% | +35.3% | -47.5% | -20.5% |
| YTD | -13.1% | +4.2% | -17.3% | -15.7% |
| 1Y | -11.1% | -3.4% | -7.7% | -11.7% |
| 3Y | +82.1% | +81.1% | +1.0% | +40.5% |
| 5Y | +10.3% | +195.8% | -185.6% | -30.9% |
| 10Y | +3,009.1% | +493.6% | +2,515.6% | +1,247.3% |
| All | +24,440.0% | +1,485.5% | +22,954.5% | +5,368.9% |
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