+40.9%
TSLA vs CTAS
+114.7%
-73.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.7% |
| 7D | +1.5% | -1.8% | +3.3% | +2.7% |
| 30D | +10.1% | -0.2% | +10.3% | +10.1% |
| 3M | -15.4% | +11.7% | -27.1% | -22.8% |
| 6M | -12.8% | +0.7% | -13.5% | -14.6% |
| YTD | -21.3% | +7.4% | -28.7% | -26.8% |
| 1Y | +4.6% | -2.1% | +6.7% | +4.0% |
| 3Y | +44.5% | +62.9% | -18.4% | -11.3% |
| All | +40.9% | +114.7% | -73.8% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling