+3,125.8%
TSLA vs CSGP
+65.8%
+3,060.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -3.1% |
| 7D | +8.9% | +1.3% | +7.6% | +8.2% |
| 30D | +6.3% | +2.8% | +3.5% | +2.8% |
| 3M | +14.8% | -6.3% | +21.1% | +15.1% |
| 6M | -12.4% | -3.2% | -9.2% | -15.7% |
| YTD | -13.2% | -54.0% | +40.7% | +20.3% |
| 1Y | -2.9% | -54.8% | +51.9% | +35.4% |
| 3Y | +74.4% | -60.6% | +135.0% | +152.2% |
| 5Y | +13.3% | -62.6% | +75.9% | +64.1% |
| All | +3,125.8% | +65.8% | +3,060.0% | +2,043.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling