+38.0%
TSLA vs CSGP
-61.9%
+100.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.5% | -5.3% |
| 7D | +1.5% | -4.1% | +5.6% | +2.6% |
| 30D | +10.1% | +2.3% | +7.8% | +9.4% |
| 3M | -15.4% | -8.2% | -7.2% | -14.0% |
| 6M | -12.8% | -35.1% | +22.3% | -0.7% |
| YTD | -21.3% | -54.0% | +32.8% | +1.2% |
| 1Y | +4.6% | -65.3% | +69.9% | +52.9% |
| All | +38.0% | -61.9% | +100.0% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling