+10.8%
TSLA vs CSGP
-62.4%
+73.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.3% | +4.7% |
| 7D | -6.4% | -1.8% | -4.6% | -5.8% |
| 30D | -1.2% | +5.3% | -6.5% | -4.8% |
| 3M | +15.1% | +3.3% | +11.7% | +10.9% |
| 6M | -11.7% | -4.7% | -7.1% | -13.7% |
| YTD | -15.9% | -53.5% | +37.6% | +15.4% |
| 1Y | -12.0% | -53.7% | +41.7% | +20.5% |
| 3Y | +80.0% | -59.7% | +139.8% | +153.6% |
| 5Y | +10.8% | -62.5% | +73.3% | +57.4% |
| All | +10.8% | -62.4% | +73.2% | +57.4% |
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