+74.4%
TSLA vs CTAS
+74.7%
-0.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +8.9% | +2.0% | +7.0% | +8.3% |
| 30D | +6.3% | +8.7% | -2.4% | +3.5% |
| 3M | +14.8% | +13.3% | +1.5% | +10.2% |
| 6M | -12.4% | +39.4% | -51.7% | -24.3% |
| YTD | -13.2% | +21.5% | -34.7% | -19.5% |
| 1Y | -2.9% | +21.9% | -24.8% | -10.2% |
| 3Y | +74.4% | +73.6% | +0.8% | +35.9% |
| All | +74.4% | +74.7% | -0.3% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling