+3,009.1%
TSLA vs CTAS
+832.5%
+2,176.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.4% |
| 7D | +1.5% | -0.8% | +2.2% | +2.0% |
| 30D | +3.4% | +10.7% | -7.3% | -3.3% |
| 3M | +17.4% | +11.0% | +6.4% | +9.3% |
| 6M | -12.2% | +38.7% | -50.9% | -30.8% |
| YTD | -13.1% | +21.8% | -34.9% | -25.8% |
| 1Y | -11.1% | +23.6% | -34.7% | -25.0% |
| 3Y | +82.1% | +74.9% | +7.1% | +18.8% |
| 5Y | +10.3% | +119.5% | -109.2% | -38.4% |
| 10Y | +3,009.1% | +820.2% | +2,188.9% | +720.9% |
| All | +3,009.1% | +832.5% | +2,176.7% | +720.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling