-7.7%
TSLA vs CSGP
-55.9%
+48.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | +15.6% | -6.1% | +21.7% | +15.3% |
| 30D | +5.9% | +0.3% | +5.6% | +5.9% |
| 3M | +21.4% | -1.3% | +22.7% | +21.4% |
| 6M | -8.3% | -8.9% | +0.6% | -8.2% |
| YTD | -11.6% | -55.2% | +43.6% | -8.9% |
| 1Y | -7.7% | -56.4% | +48.7% | -3.9% |
| All | -7.7% | -55.9% | +48.2% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling