+77.0%
TSLA vs CORZ
+225.9%
-149.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.6% |
| 7D | +3.0% | +7.6% | -4.6% | +1.6% |
| 30D | +11.2% | -6.9% | +18.1% | +12.4% |
| 3M | -7.3% | -33.0% | +25.7% | -1.1% |
| 6M | -7.7% | +19.3% | -27.1% | -12.8% |
| YTD | -18.2% | +24.2% | -42.5% | -23.8% |
| 1Y | +6.0% | +24.5% | -18.5% | -2.0% |
| All | +77.0% | +225.9% | -149.0% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 3y: compounded portfolio wealth divided by compounded CORZ 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…
3y analysis · Full analysis span regression · 6 months rolling