+2,664.3%
TSLA vs CTAS
+687.6%
+1,976.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.4% |
| 7D | +3.2% | +0.5% | +2.7% | +2.9% |
| 30D | +11.6% | -0.7% | +12.3% | +12.0% |
| 3M | -8.4% | +11.1% | -19.5% | -15.8% |
| 6M | -10.4% | +2.1% | -12.5% | -13.7% |
| YTD | -18.7% | +8.0% | -26.7% | -24.8% |
| 1Y | -0.9% | -0.5% | -0.4% | -3.6% |
| 3Y | +33.6% | +66.2% | -32.6% | -10.0% |
| 5Y | +48.9% | +109.2% | -60.3% | -13.9% |
| All | +2,664.3% | +687.6% | +1,976.7% | +751.7% |
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