+56.7%
TSLA vs CSGP
-58.5%
+115.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.6% | -9.1% | -10.5% |
| 7D | -14.8% | +13.9% | -28.7% | -16.9% |
| 30D | -9.7% | +16.0% | -25.7% | -13.2% |
| 3M | +6.9% | +6.1% | +0.8% | +4.6% |
| 6M | -11.7% | -8.2% | -3.6% | -11.0% |
| YTD | -23.6% | -52.3% | +28.8% | -4.4% |
| 1Y | -25.6% | -54.5% | +28.9% | -5.3% |
| All | +56.7% | -58.5% | +115.2% | +102.7% |
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