+41.1%
TSLA vs CSGP
-64.7%
+105.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.5% | -4.9% |
| 7D | +1.5% | -4.1% | +5.6% | +3.3% |
| 30D | +10.1% | +2.3% | +7.8% | +8.8% |
| 3M | -15.4% | -8.2% | -7.2% | -13.7% |
| 6M | -12.8% | -35.1% | +22.3% | +3.8% |
| YTD | -21.3% | -54.0% | +32.8% | +9.4% |
| 1Y | +4.6% | -65.3% | +69.9% | +68.4% |
| 3Y | +44.5% | -62.6% | +107.1% | +114.5% |
| All | +41.1% | -64.7% | +105.8% | +76.2% |
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 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