-15.6%
TSLA vs CSGP
-62.1%
+46.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.6% | -9.1% | -10.2% |
| 7D | -14.8% | +13.9% | -28.7% | -19.0% |
| 30D | -9.7% | +16.0% | -25.7% | -16.4% |
| 3M | +6.9% | +6.1% | +0.8% | +2.1% |
| 6M | -11.7% | -8.2% | -3.6% | -12.0% |
| YTD | -23.6% | -52.3% | +28.8% | +4.0% |
| 1Y | -25.6% | -54.5% | +28.9% | +3.5% |
| 3Y | +56.3% | -58.6% | +114.8% | +117.7% |
| 5Y | -15.6% | -61.5% | +45.9% | +15.5% |
| All | -15.6% | -62.1% | +46.4% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling