-19.7%
TSLA vs CSGP
-56.4%
+36.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.7% | +8.9% | +4.0% |
| 7D | -10.4% | +1.3% | -11.7% | -10.3% |
| 30D | -5.2% | +10.7% | -15.9% | -4.9% |
| 3M | +12.1% | +3.3% | +8.8% | +12.5% |
| 6M | -10.2% | -10.3% | +0.2% | -10.0% |
| YTD | -20.3% | -54.6% | +34.2% | -18.7% |
| 1Y | -19.7% | -54.6% | +35.0% | -17.9% |
| All | -19.7% | -56.4% | +36.7% | -17.9% |
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