+4.6%
TSLA vs CARR
-3.6%
+8.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -6.2% |
| 7D | +1.5% | +1.6% | 0.0% | +1.2% |
| 30D | +10.1% | -8.7% | +18.9% | +12.2% |
| 3M | -15.4% | -12.6% | -2.8% | -13.2% |
| 6M | -12.8% | -1.5% | -11.2% | -13.5% |
| YTD | -21.3% | +14.3% | -35.6% | -25.0% |
| 1Y | +4.6% | -4.6% | +9.2% | +6.0% |
| All | +4.6% | -3.6% | +8.2% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling