+22,131.9%
TSLA vs CTAS
+3,897.9%
+18,234.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.7% |
| 6M | -12.8% | +0.7% | -13.5% | -15.4% |
| YTD | -21.3% | +7.4% | -28.7% | -26.9% |
| 1Y | +4.6% | -2.1% | +6.7% | +2.7% |
| 3Y | +44.5% | +62.9% | -18.4% | -0.8% |
| 5Y | +44.8% | +111.9% | -67.1% | -16.1% |
| 10Y | +2,585.4% | +652.2% | +1,933.2% | +583.6% |
| All | +22,131.9% | +3,897.9% | +18,234.0% | +1,641.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling